  In this paper, we propose and analyze a set of fully non-stationary Anderson
acceleration algorithms with dynamic window sizes and optimized damping.
Although Anderson acceleration (AA) has been used for decades to speed up
nonlinear solvers in many applications, most authors are simply using and
analyzing the stationary version of Anderson acceleration (sAA) with fixed
window size and a constant damping factor. The behavior and potential of the
non-stationary version of Anderson acceleration methods remain an open
question. Since most efficient linear solvers use composable algorithmic
components. Similar ideas can be used for AA to solve nonlinear systems. Thus
in the present work, to develop non-stationary Anderson acceleration
algorithms, we first propose two systematic ways to dynamically alternate the
window size $m$ by composition. One simple way to package sAA(m) with sAA(n) in
each iteration is applying sAA(m) and sAA(n) separately and then average their
results. It is an additive composite combination. The other more important way
is the multiplicative composite combination, which means we apply sAA(m) in the
outer loop and apply sAA(n) in the inner loop. By doing this, significant gains
can be achieved. Secondly, to make AA to be a fully non-stationary algorithm,
we need to combine these strategies with our recent work on the non-stationary
Anderson acceleration algorithm with optimized damping (AAoptD), which is
another important direction of producing non-stationary AA and nice performance
gains have been observed. Moreover, we also investigate the rate of convergence
of these non-stationary AA methods under suitable assumptions. Finally, our
numerical results show that some of these proposed non-stationary Anderson
acceleration algorithms converge faster than the stationary sAA method and they
may significantly reduce the storage and time to find the solution in many
cases.

Numerical Analysis;Numerical Analysis