CCCP is Frank-Wolfe in disguise
Optimization and Control
2022-06-27 v1
Abstract
This paper uncovers a simple but rather surprising connection: it shows that 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 recently discovered convergence theory of nonconvex Frank-Wolfe methods immediately to CCCP, closing a long-standing gap in its non-asymptotic convergence theory. We hope the viewpoint uncovered by this paper spurs the transfer of other advances made for FW to both CCCP and its generalizations.
Cite
@article{arxiv.2206.12014,
title = {CCCP is Frank-Wolfe in disguise},
author = {Alp Yurtsever and Suvrit Sra},
journal= {arXiv preprint arXiv:2206.12014},
year = {2022}
}