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

propagation of chaosswarm optimizationconsensus based optimizationLaplace's principle

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• 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
• 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

(7)

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

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