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CCCP is Frank-Wolfe in Disguise - Connecting Optimization Methods

Offered By: Erwin Schrödinger International Institute for Mathematics and Physics (ESI) via YouTube

Tags

Mathematical Analysis Courses Algorithms Courses Nonconvex Optimization Courses

Course Description

Overview

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Discover the surprising connection between the convex-concave procedure (CCCP) and the Frank-Wolfe (FW) method in this 24-minute conference talk from the Workshop on "One World Optimization Seminar in Vienna" at the Erwin Schrödinger International Institute for Mathematics and Physics. Explore how CCCP and its generalization to constrained problems are special cases of the Frank-Wolfe method, providing deep pedagogical insights and transferring nonconvex Frank-Wolfe convergence theory to CCCP. Learn how this perspective may facilitate the application of other FW advances to CCCP and its generalizations, potentially advancing the field of optimization.

Syllabus

Alp Yurtsever - CCCP is Frank-Wolfe in disguise


Taught by

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

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