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CPL

Code for ICML2023 Paper: Continuation Path Learning for Homotopy Optimization

The code is mainly designed to be simple and readable, it contains:

run_nonconvex_opt.py is a ~130-line script to run the Continuation Path Learning (CPL) algorithm for nonconvex optimization;
run_noisy_regression.py is a ~70-line script to run the Continuation Path Learning (CPL) algorithm for noisy regression;
model.py is a simple FC Continuation Path Model;
function.py contains all the test problems used in the paper.

Reference

If you find our work helpful to your research, please cite our paper:

@inproceedings{lin2023continuation,
  title={Continuation Path Learning for Homotopy Optimization},
  author={Lin, Xi and Yang, Zhiyuan and Zhang, Xiaoyuan and Zhang, Qingfu},
  booktitle={International Conference on Machine Learning},
  year={2023}
}