论文标题
安德森加速受约束的融合
Convergence of Constrained Anderson Acceleration
论文作者
论文摘要
我们证明了受约束的安德森加速外推方案的非渐近线性收敛速率。这些保证来自在受约束的Chebyshev问题上的新上限，该范围包括在其系数向量上限制$ L_1 $约束的有限的真实间隔上多项式的最大绝对值。受约束的安德森加速度具有与原始方案相当的数值成本。
We prove non asymptotic linear convergence rates for the constrained Anderson acceleration extrapolation scheme. These guarantees come from new upper bounds on the constrained Chebyshev problem, which consists in minimizing the maximum absolute value of a polynomial on a bounded real interval with $l_1$ constraints on its coefficients vector. Constrained Anderson Acceleration has a numerical cost comparable to that of the original scheme.
