ACMD Seminar: Anderson Acceleration: Convergence Theory and Numerical Experience

Tim Kelley
Dept. of Mathematics, North Carolina State University

Tuesday, October 18, 2022, 3:00-4:00 EDT (1:00-2:00 MDT)

Abstract: We will discuss recent results on the local and global convergence of Anderson Acceleration. This is an algorithm for accelerating the convergence of fixed point or Picard iteration. The first convergence proofs for the method as implemented in practice came from our group. In this talk we will present new results on global convergence and convergence for nonsmooth problems. We will illustrate the results with applications and list a few open questions.

Bio: C. T. (Tim) Kelley received his PhD from Purdue University in 1976. He was a Drexel Professor of Mathematics at North Carolina State University until his retirement in 2021. He is the author of five books, all published by SIAM, and more than 150 papers. He has mentored 27 Ph.D. students.

Host: Tony Kearsley