Consensus-based optimization via jump-diffusion stochastic differential equations
Publication:6102917
DOI10.1142/S0218202523500082zbMath1515.60198arXiv2205.04880WikidataQ117219395 ScholiaQ117219395MaRDI QIDQ6102917
Dante Kalise, Unnamed Author, M. V. Tretyakov
Publication date: 23 June 2023
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.04880
interacting particle systemsglobal non-convex optimizationMcKean-Vlasov SDEs with jumpsmean-field jump-diffusion SDEs
Nonconvex programming, global optimization (90C26) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) Jump processes on general state spaces (60J76)
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