Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence (Q5074805): Difference between revisions

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scientific article; zbMATH DE number 7524189

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English	Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence	scientific article; zbMATH DE number 7524189

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instance of

scholarly article

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title

Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence (English)

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Mathematical Models and Methods in Applied Sciences

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publication date

10 May 2022

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zbMATH Keywords

consensus-based optimization

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Fokker-Planck equation

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global optimization

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nonconvex optimization

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Stiefel manifold

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MaRDI profile type

MaRDI publication profile

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cites work

Vehicular traffic, crowds, and swarms: From kinetic theory and multiscale methods to applications and research perspectives

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Q2709288

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ON THE ASYMPTOTIC THEORY FROM MICROSCOPIC TO MACROSCOPIC GROWING TISSUE MODELS: AN OVERVIEW WITH PERSPECTIVES

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On the Modeling of Traffic and Crowds: A Survey of Models, Speculations, and Perspectives

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Toward a mathematical theory of behavioral-social dynamics for pedestrian crowds

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First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds

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STOCHASTIC MEAN-FIELD LIMIT: NON-LIPSCHITZ FORCES AND SWARMING

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Mean-field limit for the stochastic Vicsek model

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An analytical framework for consensus-based global optimization method

0 references

A consensus-based global optimization method for high dimensional machine learning problems

0 references

Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold

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Ant colony optimization theory: a survey

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Q5480099

0 references

The Geometry of Algorithms with Orthogonality Constraints

0 references

A Procrustes problem on the Stiefel manifold

0 references

Q5053253

0 references

Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit

0 references

A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints

0 references

Emergent dynamics of Cucker-Smale flocking particles in a random environment

0 references

Convergence and error estimates for time-discrete consensus-based optimization algorithms

0 references

Convergence of a first-order consensus-based global optimization algorithm

0 references

Particle and kinetic models for swarming particles on a sphere and stability properties

0 references

Q2778802

0 references

A framework of constraint preserving update schemes for optimization on Stiefel manifold

0 references

Q3278561

0 references

Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics

0 references

A consensus-based model for global optimization and its mean-field limit

0 references

On minimization on Stiefel manifolds

0 references

Genetic Algorithms

0 references

Applications of parametric programming and eigenvalue maximization to the quadratic assignment problem

0 references

Compact sets in the space \(L^ p(0,T;B)\)

0 references

Optimal Transport

0 references

A constrained optimization algorithm for total energy minimization in electronic structure calculations

0 references

Global optimization with orthogonality constraints via stochastic diffusion on manifold

0 references

Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method

0 references

A Riemannian conjugate gradient method for optimization on the Stiefel manifold

0 references

On matrix exponentials and their approximations related to optimization on the Stiefel manifold

0 references

full work available at URL

https://doi.org/10.1142/s0218202522500130

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Identifiers

zbMATH Open document ID

1485.35361

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DOI

10.1142/S0218202522500130

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5074805

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+Vehicular traffic, crowds, and swarms: From kinetic theory and multiscale methods to applications and research perspectives
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@@ Property / cites work @@
+Q2709288
@@ Property / cites work: Q2709288 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTIC THEORY FROM MICROSCOPIC TO MACROSCOPIC GROWING TISSUE MODELS: AN OVERVIEW WITH PERSPECTIVES
+Normal rank
@@ Property / cites work @@
+On the Modeling of Traffic and Crowds: A Survey of Models, Speculations, and Perspectives
+Normal rank
@@ Property / cites work @@
+Toward a mathematical theory of behavioral-social dynamics for pedestrian crowds
+Normal rank
@@ Property / cites work @@
+First order optimality conditions and steepest descent algorithm on orthogonal Stiefel manifolds
+Normal rank
@@ Property / cites work @@
+STOCHASTIC MEAN-FIELD LIMIT: NON-LIPSCHITZ FORCES AND SWARMING
+Normal rank
@@ Property / cites work @@
+Mean-field limit for the stochastic Vicsek model
@@ Property / cites work: Mean-field limit for the stochastic Vicsek model / rank @@
+Normal rank
@@ Property / cites work @@
+An analytical framework for consensus-based global optimization method
+Normal rank
@@ Property / cites work @@
+A consensus-based global optimization method for high dimensional machine learning problems
+Normal rank
@@ Property / cites work @@
+Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold
+Normal rank
@@ Property / cites work @@
+Ant colony optimization theory: a survey
@@ Property / cites work: Ant colony optimization theory: a survey / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480099
@@ Property / cites work: Q5480099 / rank @@
+Normal rank
@@ Property / cites work @@
+The Geometry of Algorithms with Orthogonality Constraints
+Normal rank
@@ Property / cites work @@
+A Procrustes problem on the Stiefel manifold
@@ Property / cites work: A Procrustes problem on the Stiefel manifold / rank @@
+Normal rank
@@ Property / cites work @@
+Q5053253
@@ Property / cites work: Q5053253 / rank @@
+Normal rank
@@ Property / cites work @@
+Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
+Normal rank
@@ Property / cites work @@
+A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints
+Normal rank
@@ Property / cites work @@
+Emergent dynamics of Cucker-Smale flocking particles in a random environment
+Normal rank
@@ Property / cites work @@
+Convergence and error estimates for time-discrete consensus-based optimization algorithms
+Normal rank
@@ Property / cites work @@
+Convergence of a first-order consensus-based global optimization algorithm
+Normal rank
@@ Property / cites work @@
+Particle and kinetic models for swarming particles on a sphere and stability properties
+Normal rank
@@ Property / cites work @@
+Q2778802
@@ Property / cites work: Q2778802 / rank @@
+Normal rank
@@ Property / cites work @@
+A framework of constraint preserving update schemes for optimization on Stiefel manifold
+Normal rank
@@ Property / cites work @@
+Q3278561
@@ Property / cites work: Q3278561 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic evolutionary differential games toward a systems theory of behavioral social dynamics
+Normal rank
@@ Property / cites work @@
+A consensus-based model for global optimization and its mean-field limit
+Normal rank
@@ Property / cites work @@
+On minimization on Stiefel manifolds
@@ Property / cites work: On minimization on Stiefel manifolds / rank @@
+Normal rank
@@ Property / cites work @@
+Genetic Algorithms
@@ Property / cites work: Genetic Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of parametric programming and eigenvalue maximization to the quadratic assignment problem
+Normal rank
@@ Property / cites work @@
+Compact sets in the space \(L^ p(0,T;B)\)
@@ Property / cites work: Compact sets in the space \(L^ p(0,T;B)\) / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+A constrained optimization algorithm for total energy minimization in electronic structure calculations
+Normal rank
@@ Property / cites work @@
+Global optimization with orthogonality constraints via stochastic diffusion on manifold
+Normal rank
@@ Property / cites work @@
+Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
+Normal rank
@@ Property / cites work @@
+A Riemannian conjugate gradient method for optimization on the Stiefel manifold
+Normal rank
@@ Property / cites work @@
+On matrix exponentials and their approximations related to optimization on the Stiefel manifold
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0218202522500130
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