CCCP is Frank-Wolfe in disguise

Alp Yurtsever (UmeƄ U)

Jun 03. 2024, 14:30 — 15:00

We uncover a simple but rather surprising connection: the well-known convex-concave procedure (CCCP) and its generalization to constrained problems are both special cases of the Frank-Wolfe (FW) method. This connection not only provides insight of deep (in our opinion) pedagogical value, but also transfers the convergence theory of nonconvex Frank-Wolfe methods immediately to CCCP. We hope the viewpoint spurs the transfer of other advances made for FW to both CCCP and its generalizations.

Further Information
Venue:
ESI Boltzmann Lecture Hall
Recordings:
Recording
Associated Event:
One World Optimization Seminar in Vienna (Workshop)
Organizer(s):
Radu Ioan Bot (U of Vienna)
Yurii Malitskyi (U of Vienna)