论文标题

复合Anderson加速方法,具有动态窗口尺寸和优化的阻尼

Composite Anderson acceleration method with dynamic window-sizes and optimized damping

论文作者

Chen, Kewang, Vuik, Cornelis

论文摘要

在本文中,我们提出和分析了一组具有动态窗口大小和优化阻尼的完全非平稳的安德森加速算法。尽管在许多应用程序中,安德森加速度(AA)已被使用数十年来加快非线性求解器的速度,但大多数作者只是简单地使用和分析了具有固定窗口大小和恒定阻尼因子的安德森加速度(SAA)的固定版本。非平稳版本的安德森加速方法的行为和潜力仍然是一个悬而未决的问题。由于最有效的线性求解器使用可组合算法的组件。类似的想法可以用于AA解决非线性系统。因此,在目前的工作中,为了开发非平稳的安德森加速算法,我们首先提出了两种系统的方法来动态通过组合来交替窗口尺寸$ m $。每次迭代中使用SAA(N)包装SAA(M)的一种简单方法是单独应用SAA(M)和SAA(N),然后平均其结果。这是一种加法复合组合。另一个更重要的方法是乘法复合组合,这意味着我们将SAA(M)应用于外环,然后在内环中应用SAA(N)。通过这样做,可以实现巨大的收益。其次,要使AA成为一种完全非平稳的算法,我们需要将这些策略与最新在非平稳的Anderson Anderson加速算法的工作结合使用优化的阻尼(AAOPTD),这是已经观察到非平稳AA和良好性能的另一个重要方向。此外,我们还研究了在合适的假设下这些非平稳AA方法的收敛速率。最后,我们的数值结果表明,其中一些提出的非稳态Anderson加速算法比固定的SAA方法收敛的速度快,并且在许多情况下它们可能会大大减少存储和时间以找到解决方案。

In this paper, we propose and analyze a set of fully non-stationary Anderson acceleration algorithms with dynamic window sizes and optimized damping. Although Anderson acceleration (AA) has been used for decades to speed up nonlinear solvers in many applications, most authors are simply using and analyzing the stationary version of Anderson acceleration (sAA) with fixed window size and a constant damping factor. The behavior and potential of the non-stationary version of Anderson acceleration methods remain an open question. Since most efficient linear solvers use composable algorithmic components. Similar ideas can be used for AA to solve nonlinear systems. Thus in the present work, to develop non-stationary Anderson acceleration algorithms, we first propose two systematic ways to dynamically alternate the window size $m$ by composition. One simple way to package sAA(m) with sAA(n) in each iteration is applying sAA(m) and sAA(n) separately and then average their results. It is an additive composite combination. The other more important way is the multiplicative composite combination, which means we apply sAA(m) in the outer loop and apply sAA(n) in the inner loop. By doing this, significant gains can be achieved. Secondly, to make AA to be a fully non-stationary algorithm, we need to combine these strategies with our recent work on the non-stationary Anderson acceleration algorithm with optimized damping (AAoptD), which is another important direction of producing non-stationary AA and nice performance gains have been observed. Moreover, we also investigate the rate of convergence of these non-stationary AA methods under suitable assumptions. Finally, our numerical results show that some of these proposed non-stationary Anderson acceleration algorithms converge faster than the stationary sAA method and they may significantly reduce the storage and time to find the solution in many cases.

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