Convergence of Constrained Vector Extrapolation

Implementation of the Constrained Vector Extrapolation (or Constrained Anderson Acceleration) method from 'reference'

Authors

• Mathieu Barré
• Adrien Taylor
• Alexandre d'Aspremont

Requirement

To be able to run the code you need the following packages

• numpy
• scipy
• numba
• libsvmdata (https://github.com/mathurinm/libsvmdata)

Install

Before using the code you should run in the folder ConstrainedAndersonAcceleration

pip install -e .

Then, to test the method you can execute

python ./CAA/examples/example_CAA.py