论文标题
保障的Anderson加速器，用于参数的非专业操作员
Safeguarded Anderson acceleration for parametric nonexpansive operators
论文作者
论文摘要
本文介绍了安德森加速度保护方案的设计，以提高其实用性和稳定性，用于一阶优化方法。我们展示了非扩展条件，调理约束和内存的组合如何与求解器算法良好集成，这些算法可以用作具有动态变化的参数的固定点运算符。该方案的性能在七种不同的QP和SDP问题类型上得到了证明，其中包括500多个问题。本文提出的保护的安德森加速计划是在开源ADMM基于ADMM的CONIC SOLVER COSMO中实施的。
This paper describes the design of a safeguarding scheme for Anderson acceleration to improve its practical performance and stability when used for first-order optimisation methods. We show how the combination of a non-expansiveness condition, conditioning constraints, and memory restarts integrate well with solver algorithms that can be represented as fixed point operators with dynamically varying parameters. The performance of the scheme is demonstrated on seven different QP and SDP problem types, including more than 500 problems. The safeguarded Anderson acceleration scheme proposed in this paper is implemented in the open-source ADMM-based conic solver COSMO.
