Implement Anderson acceleration for fixed step SQP-type algorithms #1521
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How does AA-GN perform? |
It does not converge, just like GN. |
sandmaennchen
approved these changes
Jun 3, 2025
examples/acados_python/anderson_acceleration/anderson_scqp_experiment.py
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examples/acados_python/anderson_acceleration/anderson_scqp_experiment.py
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examples/acados_python/anderson_acceleration/anderson_scqp_experiment.py
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examples/acados_python/furuta_pendulum/convergence_experiment.py
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examples/acados_python/furuta_pendulum/convergence_experiment.py
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interfaces/acados_template/acados_template/acados_ocp_options.py
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There are a few more for loops that could be parallelized, not sure if it is always worth it though .. |
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Looks good! Great that we could reproduce the strong performance of Anderson acceleration in acados! |
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Only take 1 pervious step into account, as in this case there is an explicit formula to compute the step.
This formula is e.g. given in eq. (4.4) in Pollock2021 -- Anderson acceleration for contractive and noncontractive operators
This feature can be used by setting
with_anderson_acceleration = True.A plot of the SCQP benchmark example is below:
Plots corresponding to the convergence experiment with the Furuta pendulum are below:
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