From Consensus-Based Optimization to Evolution Strategies: Proof of Global Convergence

MaRDI QIDQ7217497arXivFDO

Authors Massimo Fornasier, Hui Huang, Jona Klemenc, Greta Malaspina

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) PDEs in connection with control and optimization (35Q93) Dynamical systems in optimization and economics (37N40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic particle methods (65C35) Numerical optimization and variational techniques (65K10)

arXiv classification

math.OC

This page was built for publication: From Consensus-Based Optimization to Evolution Strategies: Proof of Global Convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7217497)