A note on the mean-field limit for the particle swarm optimization

DOI10.1016/J.AML.2021.107133MaRDI QIDQ2022286zbMATH OpenOpenAlexFDO

Authors Hui Huang

Publication date 28 April 2021

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2021.107133

zbMATH Keywords

consensus based optimizationLaplace's principlepropagation of chaosswarm optimization

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic analysis in statistical mechanics (82M60) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A consensus-based model for global optimization and its mean-field limit
• An analytical framework for consensus-based global optimization method
• Applied asymptotic analysis
• Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
• Convergence of a first-order consensus-based global optimization algorithm
• Gradient flows in metric spaces and in the space of probability measures
• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• Large deviations techniques and applications.
• On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system
• Propagation of chaos for the Vlasov–Poisson–Fokker–Planck equation with a polynomial cut-off
• Stochastic mean-field limit: non-Lipschitz forces and swarming

Cited in

(8)

• Binary interaction methods for high dimensional global optimization and machine learning
• Zero-inertia limit: from particle swarm optimization to consensus-based optimization
• From particle swarm optimization to consensus based optimization: stochastic modeling and mean-field limit
• Decay rate and l² gain analysis for the particle swarm optimization algorithm
• Constrained Consensus-Based Optimization
• Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
• From Consensus-Based Optimization to Particle Swarm Optimization: Convergence Guarantees under Drift-Diffusion Coupling
• A mean-field limit of the particle swarmalator model

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