On adapting Nesterov's scheme to accelerate iterative methods for linear problems
On adapting Nesterov's scheme to accelerate iterative methods for linear problems
Abstract Nesterov's well‐known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the proposed scheme requires more iterations, but it is trivial to implement and retains essentially the same computational cost as the …