Search Results for author: Yunhui He

Found 4 papers, 2 papers with code

Anderson Acceleration as a Krylov Method with Application to Asymptotic Convergence Analysis

no code implementations29 Sep 2021 Hans De Sterck, Yunhui He, Oliver A. Krzysik

As a roadway towards gaining more understanding of convergence acceleration by AA, we study AA($m$), i. e., Anderson acceleration with finite window size $m$, applied to the case of linear fixed-point iterations $x_{k+1}=M x_{k}+b$.

Linear Asymptotic Convergence of Anderson Acceleration: Fixed-Point Analysis

no code implementations29 Sep 2021 Hans De Sterck, Yunhui He

However, we show that, despite the discontinuity of $\beta(z)$, the iteration function $\Psi(z)$ is Lipschitz continuous and directionally differentiable at $z^*$ for AA(1), and we generalize this to AA($m$) with $m>1$ for most cases.

On the Asymptotic Linear Convergence Speed of Anderson Acceleration Applied to ADMM

1 code implementation6 Jul 2020 Da-Wei Wang, Yunhui He, Hans De Sterck

In this paper we explain and quantify this improvement in linear asymptotic convergence speed for the special case of a stationary version of AA applied to ADMM.

On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES

1 code implementation4 Jul 2020 Hans De Sterck, Yunhui He

Since AA and NGMRES are equivalent to GMRES in the linear case, one may expect the GMRES convergence factors to be relevant for AA and NGMRES as $x_k \rightarrow x^*$.

Tensor Decomposition

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