Convergence of a first-order consensus-based global optimization algorithm
From MaRDI portal
Publication:3388770
DOI10.1142/S0218202520500463zbMath1467.90040arXiv1910.08239MaRDI QIDQ3388770
Seung-Yeal Ha, Doheon Kim, Shih Jin
Publication date: 7 May 2021
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.08239
global optimizationobjective functionmachine learningconsensus-based optimizationGibb's distribution
Related Items (26)
Aggregation and disaggregation of active particles on the unit sphere with time-dependent frequencies ⋮ Constrained Consensus-Based Optimization ⋮ Trends in Consensus-Based Optimization ⋮ Mean-field and kinetic descriptions of neural differential equations ⋮ Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence ⋮ A Consensus-Based Global Optimization Method with Adaptive Momentum Estimation ⋮ Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization ⋮ Two-point correlation function and its applications to the Schrödinger-Lohe type models ⋮ Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises ⋮ Consensus‐based sampling ⋮ Consensus-based optimization via jump-diffusion stochastic differential equations ⋮ Swarm-based optimization with random descent ⋮ Collective behaviors of stochastic agent-based models and applications to finance and optimization ⋮ On the mathematical theory of behavioral swarms emerging collective dynamics ⋮ Convergence toward equilibrium of the first-order consensus model with random batch interactions ⋮ Unnamed Item ⋮ Convergence and error estimates for time-discrete consensus-based optimization algorithms ⋮ Uniform-in-time error estimate of the random batch method for the Cucker–Smale model ⋮ Model predictive control with random batch methods for a guiding problem ⋮ From particle swarm optimization to consensus based optimization: Stochastic modeling and mean-field limit ⋮ A note on the mean-field limit for the particle swarm optimization ⋮ Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit ⋮ A constrained consensus based optimization algorithm and its application to finance ⋮ One dimensional consensus based algorithm for non-convex optimization ⋮ What is life? A perspective of the mathematical kinetic theory of active particles ⋮ Convergence analysis of particle swarm optimization in one dimension
Cites Work
- Optimization by Simulated Annealing
- Chemical oscillations, waves, and turbulence
- On the mathematics of emergence
- Random batch methods (RBM) for interacting particle systems
- A simple proof of the Cucker-Smale flocking dynamics and mean-field limit
- Emergence of time-asymptotic flocking in a stochastic Cucker-Smale system
- Heterophilious Dynamics Enhances Consensus
- A consensus-based model for global optimization and its mean-field limit
- An analytical framework for consensus-based global optimization method
- Vehicular traffic, crowds, and swarms: From kinetic theory and multiscale methods to applications and research perspectives
- Emergent behaviors of the Cucker–Smale ensemble under attractive–repulsive couplings and Rayleigh frictions
- Stochastic flocking dynamics of the Cucker–Smale model with multiplicative white noises
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Convergence of a first-order consensus-based global optimization algorithm