An interacting particle consensus method for constrained global optimization

MaRDI QIDQ6532917arXivFDO

Authors J. A. Carrillo, Shi Jin, Yuhua Zhu

Published in arXiv

Mathematics Subject Classification ID

PDEs in connection with mechanics of particles and systems of particles (35Q70) Fokker-Planck equations (35Q84) Stochastic particle methods (65C35) Interacting particle systems in time-dependent statistical mechanics (82C22) Derivative-free methods and methods using generalized derivatives (90C56)

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