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 is 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}
}