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Anderson Acceleration for Nonconvex ADMM Based on Douglas-Rachford Splitting
[article]
2020
arXiv
pre-print
The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to converge to a solution of high-accuracy. Previously, Anderson acceleration has been applied to ADMM, by treating it as a fixed-point iteration for the concatenation of the dual variables and a subset of the primal variables. In this paper, we note that the
arXiv:2006.14539v2
fatcat:wci4nih6ybfmpl3ko376iyuyqi