Consensus-based optimization methods converge globally
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Cites work
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Cited in
(36)- Consensus-Based Optimization for Saddle Point Problems
- Consensus-based optimization for multi-objective problems: a multi-swarm approach
- Time-discrete momentum consensus-based optimization algorithm and its application to Lyapunov function approximation
- Leveraging memory effects and gradient information in consensus-based optimisation: on global convergence in mean-field law
- Swarm-based gradient descent meets simulated annealing
- Uniform-in-time propagation of chaos for the Cucker-Smale model
- 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
- Dynamics of measure-valued agents in the space of probabilities
- Mean-field limits for consensus-based optimization and sampling
- Uniform-in-time mean-field limit estimate for the consensus-based optimization
- Tensor cross interpolation for global discrete optimization with application to Bayesian network inference
- A multiscale consensus-based algorithm for multilevel optimization
- A consensus-based algorithm for non-convex multiplayer games
- Ensemble Kalman methods: a mean-field perspective
- A discrete consensus-based global optimization method with noisy objective function
- Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type
- Model predictive control strategies using consensus-based optimization
- A PDE framework of consensus-based optimization for objectives with multiple global minimizers
- Self-interacting CBO: existence, uniqueness, and long-time convergence
- Well-posedness and propagation of chaos for multi-agent models with strategies and diffusive effects
- A localized consensus-based sampling algorithm
- Kinetic simulated annealing optimization with entropy-based cooling rate
- CBO algorithm with average drift and applications to portfolio optimization
- A particle consensus approach to solving nonconvex-nonconcave min-max problems
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- Gradient is all you need? How consensus-based optimization can be interpreted as a stochastic relaxation of gradient descent
- Superlinear drift in consensus-based optimization with condensation phenomena
- A consensus-based optimization method for nonsmooth nonconvex programs with approximated gradient descent scheme
- An alternative approach to well-posedness of McKean-Vlasov equations arising in consensus-based optimization
- From Consensus-Based Optimization to Particle Swarm Optimization: Convergence Guarantees under Drift-Diffusion Coupling
- Nonlocal stochastic optimal control for diffusion processes: existence, maximum principle and financial applications
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