On the Asymptotic Linear Convergence Speed of Anderson Acceleration Applied to ADMM
Da‐Wei Wang, Yunhui He, Hans De Sterck
Topics & Concepts
MathematicsAccelerationConvergence (economics)Stationary pointApplied mathematicsMathematical optimizationMathematical analysisPhysicsEconomicsEconomic growthClassical mechanicsNumerical methods in inverse problemsAdvanced Numerical Methods in Computational MathematicsMatrix Theory and Algorithms