Frank-Wolfe meets Shapley-Folkman: a systematic approach for solving nonconvex separable problems with linear constraints

B Dubois-Taine, A d'Aspremont - arXiv preprint arXiv:2406.18282, 2024 - arxiv.org
We consider separable nonconvex optimization problems under affine constraints. For these
problems, the Shapley-Folkman theorem provides an upper bound on the duality gap as a …