Jun 7, 2009

Concave-Convex Procedure

CCCP 是一个原则,也是一个算法,前提是要把能量函数表达为一个凸函数和一个凹函数的和。
参见论文

论文中 theorem 3 和 4 谈到了 outer loop 和 inner loop. 请看。

很多算法可以归结为 CCCP.


任一函数(主要是能量函数) 都可以表达为一个凸函数和一个凹函数的和。
f = f_vex + f_cave

则 CCCP 的循环步骤为



CCCP is a way to globally optimize some non-convex functions by turning them into a series (in fact, two nested loops, in the general case) of convex optimization problems. It uses a standard local optimizer such as CG under the hood to solve those convex problems.

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