论文标题
CCCP是伪装的Frank-Wolfe
CCCP is Frank-Wolfe in disguise
论文作者
论文摘要
本文发现了一个简单但令人惊讶的联系：它表明众所周知的凸 - 孔concave程序（CCCP）及其对约束问题的概括都是Frank-Wolfe（FW）方法的特殊情况。这种联系不仅提供了深入的（在我们看来）的教学价值的洞察力，而且还将最近发现的非convex Frank-Wolfe方法的收敛理论转移到了CCCP，从而缩小了其非征收融合理论的长期差距。我们希望本文发现的观点激发了FW向CCCP及其概括的其他进步的转移。
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.
