tarmiziAdam2005 / AA-Prox

Anderson acceleration of proximal gradient methods

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Anderson acceleration of proximal gradient methods

This repository contains an implementation for the algorithms appearing in the paper [1].

To reproduce experiments conducted in the paper, see code and comments in aa-notebook.ipynb.

For the plots regarding the counter-example proposed in the paper, check counter-example-notebook.ipynb

[1] Vien V. Mai and Mikael Johansson, Anderson Acceleration of Proximal Gradient Methods. arXiv:1910.08590v1.

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Anderson acceleration of proximal gradient methods


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