Adaptive state-dependent diffusion for derivative-free optimization

DOI10.1007/S42967-023-00324-3MaRDI QIDQ6575305zbMATH OpenFDO

Authors Björn Engquist, Kui Ren, Yunan Yang

Publication date 19 July 2024

Published in Communications on Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42967-023-00324-3

zbMATH Keywords

adaptive diffusionderivative-free optimizationFokker-Planck theoryglobal optimizationstationary distribution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• A derivative-free optimization algorithm based on conditional moments
• Derivative-free optimization methods
• On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
• Stochastic derivative-free optimization using a trust region framework
• Introduction to Derivative-Free Optimization

Cites work

• A consensus-based global optimization method for high dimensional machine learning problems
• A Simplex Method for Function Minimization
• Carleman Estimates, Observability Inequalities and Null Controllability for Interior Degenerate Non Smooth Parabolic Equations
• Collective motion planning for a group of robots using intermittent diffusion
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Degenerate Poincaré–Sobolev inequalities
• Derivative-free optimization methods
• Diffusion for Global Optimization in $\mathbb{R}^n $
• Diffusions for Global Optimization
• Generators with interior degeneracy on spaces of \(L^2\) type
• Global optimization and simulated annealing
• scientific article; zbMATH DE number 1131224 (Why is no real title available?)
• scientific article; zbMATH DE number 2002582 (Why is no real title available?)
• scientific article; zbMATH DE number 3236380 (Why is no real title available?)
• Introduction to Derivative-Free Optimization
• Multidimensional diffusion processes.
• Nonlinear potential theory of degenerate elliptic equations. With a new preface, corrigenda, and epilogue consisting of other new material
• Optimization by simulated annealing
• Practical Genetic Algorithms
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
• Scalable subspace methods for derivative-free nonlinear least-squares optimization
• The fundamental solution to the Wright-Fisher equation
• The local regularity of solutions of degenerate elliptic equations
• The Theory and Practice of Simulated Annealing
• Trends in Consensus-Based Optimization
• Two decades of blackbox optimization applications
• Wright-Fisher diffusion in one dimension

Cited in

(1)

• Gradient is all you need? How consensus-based optimization can be interpreted as a stochastic relaxation of gradient descent

This page was built for publication: Adaptive state-dependent diffusion for derivative-free optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6575305)