Consensus-based optimization and ensemble Kalman inversion for global optimization problems with constraints

DOI10.1142/9789811266140_0004MaRDI QIDQ6996992zbMATH OpenFDO

Authors J. A. Carrillo, Claudia Totzeck

Publication date 15 April 2025

Full work available at URL https://doi.org/10.1142/9789811266140_0004

Mathematics Subject Classification ID

Quantum theory (81-XX) Mathematical programming (90Cxx) Biology and other natural sciences (92-XX)

Cited in

(10)

• Micro-macro decomposition of particle swarm optimization methods
• Fast and robust consensus-based optimization via optimal feedback control
• Consensus-based algorithms for stochastic optimization problems
• MirrorCBO: a consensus-based optimization method in the spirit of mirror descent
• The fundamental subspaces of ensemble Kalman inversion
• Mean-field limits for consensus-based optimization and sampling
• A consensus-based algorithm for non-convex multiplayer games
• Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
• A PDE framework of consensus-based optimization for objectives with multiple global minimizers
• Consensus-based optimisation with truncated noise

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