Anderson acceleration for a class of nonsmooth fixed-point problems

Wei Bian, Xiaojun Chen, C. T. Kelley

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Abstract

We prove convergence of Anderson acceleration for a class of nonsmooth fixed-point problems for which the nonlinearities can be split into a smooth contractive part and a nonsmooth part which has a small Lipschitz constant. These problems arise from compositions of completely continuous integral operators and pointwise nonsmooth functions. We illustrate the results with two examples.

Original languageEnglish
Pages (from-to)S1-S20
Number of pages20
JournalSIAM Journal on Scientific Computing
Volume0
Issue number0
DOIs
Publication statusE-pub ahead of print - 20 Jan 2021

Keywords

  • Anderson acceleration
  • Fixed-point problems
  • Integral equations
  • Nonlinear equations
  • Nonsmooth equatioins

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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