Mean-field limits for consensus-based optimization and sampling
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consensus-based optimizationconsensus-based samplingcoupling methodsinteracting particle systemsmean-field limitsWasserstein stability estimates
Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Nonlinear parabolic equations (35K55) PDEs in connection with control and optimization (35Q93) Monte Carlo methods (65C05) Stochastic particle methods (65C35) Numerical optimization and variational techniques (65K10) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Nonconvex programming, global optimization (90C26) Consensus (93D50)
Cites work
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- A consensus-based model for global optimization and its mean-field limit
- A constrained consensus based optimization algorithm and its application to finance
- Affine invariant interacting Langevin dynamics for Bayesian inference
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- An inequality for trace ideals
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- Consensus-based global optimization with personal best
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- Consensus‐based sampling
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- Elliptic partial differential equations of second order
- Evaluation for moments of a ratio with application to regression estimation
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- Importance sampling: intrinsic dimension and computational cost
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- Trends in Consensus-Based Optimization
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Cited in
(6)- Uniform-in-time propagation of chaos for the Cucker-Smale model
- Consensus-based algorithms for stochastic optimization problems
- A particle consensus approach to solving nonconvex-nonconcave min-max problems
- Well-posedness and mean-field limit estimate of a consensus-based algorithm for multiplayer games
- Swarm-based optimization with jumps: a kinetic BGK framework and convergence analysis
- Uniform-in-time weak propagation of chaos for consensus-based optimization
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