Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations.
Junzi ZhangBrendan O'DonoghueStephen P. BoydPublished in: SIAM J. Optim. (2020)
Keyphrases
- fixed point
- globally convergent
- variational inequalities
- newton method
- autocalibration
- nonlinear programming
- global convergence
- sufficient conditions
- line search
- belief propagation
- optimal solution
- image processing
- sensitivity analysis
- convergence rate
- least squares
- dynamic programming
- search space
- reinforcement learning