MirrorCBO: a consensus-based optimization method in the spirit of mirror descent
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consensus-based optimizationFokker-Planck equationsglobal optimizationgradient-free optimizationmean-field analysismirror descent
Fokker-Planck equations (35Q84) PDEs in connection with mathematical programming (35Q90) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Mathematical programming (90Cxx)
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