A PDE framework of consensus-based optimization for objectives with multiple global minimizers (Q6986563)
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scientific article; zbMATH DE number 8037524
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| English | A PDE framework of consensus-based optimization for objectives with multiple global minimizers |
scientific article; zbMATH DE number 8037524 |
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A PDE framework of consensus-based optimization for objectives with multiple global minimizers (English)
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11 May 2025
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The key question addressed in this work is the possible existence of multiple minimisers, which can sensitively affect the results given by consensus-based optimisation based on a system's simulated annealing toward Gibbs equilibrium, as described by the nonlinear Fokker-Planck equation. For the proposed adaptive scaling-based modification of the minimiser, it is shown that it drives simulated particles toward the set of global minimisers. Existence of solutions is proven, and their uniqueness is discussed as an open issue.
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