Polarized consensus-based dynamics for optimization and sampling

DOI10.1007/S10107-024-02095-YMaRDI QIDQ6988557zbMATH OpenFDO

Authors Leon Bungert, Tim Roith, Philipp Wacker

Publication date 4 May 2025

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10107-024-02095-Y

zbMATH Keywords

consensus-based optimizationglobal optimizationpolarizationsampling

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Fokker-Planck equations (35Q84) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Nonconvex programming, global optimization (90C26)

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• VECTOR OPINION DYNAMICS IN A BOUNDED CONFIDENCE CONSENSUS MODEL

Cited in

(8)

• Fast and robust consensus-based optimization via optimal feedback control
• MirrorCBO: a consensus-based optimization method in the spirit of mirror descent
• Mean-field limits for consensus-based optimization and sampling
• Perspectives on locally weighted ensemble Kalman methods
• A consensus-based algorithm for non-convex multiplayer games
• A localized consensus-based sampling algorithm
• A particle consensus approach to solving nonconvex-nonconcave min-max problems
• Gradient is all you need? How consensus-based optimization can be interpreted as a stochastic relaxation of gradient descent

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