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Register a new userAnderson Acceleration for Geometry Optimization and Physics Simulation
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Added by
Bailin Deng
Publication date
2018
fields
Informatics Engineering
and research's language is
English
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Many computer graphics problems require computing geometric shapes subject to certain constraints. This often results in non-linear and non-convex optimization problems with globally coupled variables, which pose great challenge for interactive applications. Local-global solvers developed in recent years can quickly compute an approximate solution to such problems, making them an attractive choice for applications that prioritize efficiency over accuracy. However, these solvers suffer from lower convergence rate, and may take a long time to compute an accurate result. In this paper, we propose a simple and effective technique to accelerate the convergence of such solvers. By treating each local-global step as a fixed-point iteration, we apply Anderson acceleration, a well-established technique for fixed-point solvers, to speed up the convergence of a local-global solver. To address the stability issue of classical Anderson acceleration, we propose a simple strategy to guarantee the decrease of target energy and ensure its global convergence. In addition, we analyze the connection between Anderson acceleration and quasi-Newton methods, and show that the canonical choice of its mixing parameter is suitable for accelerating local-global solvers. Moreover, our technique is effective beyond classical local-global solvers, and can be applied to iterative methods with a common structure. We evaluate the performance of our technique on a variety of geometry optimization and physics simulation problems. Our approach significantly reduces the number of iterations required to compute an accurate result, with only a slight increase of computational cost per iteration. Its simplicity and effectiveness makes it a promising tool for accelerating existing algorithms as well as designing efficient new algorithms.
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The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications, including physical simulation, geometry processing, and image processing. However, ADMM can take a long time to converge to a solution of high accuracy. Moreover, many computer graphics tasks involve non-convex optimization, and there is often no convergence guarantee for ADMM on such problems since it was originally designed for convex optimization. In this paper, we propose a method to speed up ADMM using Anderson acceleration, an established technique for accelerating fixed-point iterations. We show that in the general case, ADMM is a fixed-point iteration of the second primal variable and the dual variable, and Anderson acceleration can be directly applied. Additionally, when the problem has a separable target function and satisfies certain conditions, ADMM becomes a fixed-point iteration of only one variable, which further reduces the computational overhead of Anderson acceleration. Moreover, we analyze a particular non-convex problem structure that is common in computer graphics, and prove the convergence of ADMM on such problems under mild assumptions. We apply our acceleration technique on a variety of optimization problems in computer graphics, with notable improvement on their convergence speed.
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.
Anderson acceleration (AA) is a popular method for accelerating fixed-point iterations, but may suffer from instability and stagnation. We propose a globalization method for AA to improve stability and achieve unified global and local convergence. Unlike existing AA globalization approaches that rely on safeguarding operations and might hinder fast local convergence, we adopt a nonmonotone trust-region framework and introduce an adaptive quadratic regularization together with a tailored acceptance mechanism. We prove global convergence and show that our algorithm attains the same local convergence as AA under appropriate assumptions. The effectiveness of our method is demonstrated in several numerical experiments.
We propose a novel method to accelerate Lloyds algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the number of iterations required for convergence. This is achieved by treating the assignment step and the update step of Lloyds algorithm as a fixed-point iteration, and applying Anderson acceleration, a well-established technique for accelerating fixed-point solvers. Classical Anderson acceleration utilizes m previous iterates to find an accelerated iterate, and its performance on K-Means clustering can be sensitive to choice of m and the distribution of samples. We propose a new strategy to dynamically adjust the value of m, which achieves robust and consistent speedups across different problem instances. Our method complements existing acceleration techniques, and can be combined with them to achieve state-of-the-art performance. We perform extensive experiments to evaluate the performance of the proposed method, where it outperforms other algorithms in 106 out of 120 test cases, and the mean decrease ratio of computational time is more than 33%.
The optimization of circuit parameters of variational quantum algorithms such as the variational quantum eigensolver (VQE) or the quantum approximate optimization algorithm (QAOA) is a key challenge for the practical deployment of near-term quantum computing algorithms. Here, we develop a hybrid quantum/classical optimization procedure inspired by the Jacobi diagonalization algorithm for classical eigendecomposition, and combined with Anderson acceleration. In the first stage, analytical tomography fittings are performed for a local cluster of circuit parameters via sampling of the observable objective function at quadrature points in the circuit angles. Classical optimization is used to determine the optimal circuit parameters within the cluster, with the other circuit parameters frozen. Different clusters of circuit parameters are then optimized in sweeps, leading to a monotonically-convergent fixed-point procedure. In the second stage, the iterative history of the fixed-point Jacobi procedure is used to accelerate the convergence by applying Anderson acceleration/Pulays direct inversion of the iterative subspace (DIIS). This Jacobi+Anderson method is numerically tested using a quantum circuit simulator (without noise) for a representative test case from the multistate, contracted variant of the variational quantum eigensolver (MC-VQE), and is found to be competitive with and often faster than Powells method and L-BFGS.
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