MirrorCBO: a consensus-based optimization method in the spirit of mirror descent

DOI10.1142/S0218202525500563MaRDI QIDQ6899337zbMATH OpenFDO

Authors Leon Bungert, Franca Hoffmann, Do-Hyeon Kim, Tim Roith

Publication date 14 November 2025

Published in M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

global optimizationFokker-Planck equationsgradient-free optimizationmean-field analysismirror descentconsensus-based optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Fokker-Planck equations (35Q84) Derivative-free methods and methods using generalized derivatives (90C56) PDEs in connection with mathematical programming (35Q90) Mathematical programming (90Cxx)

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