An analytical framework for consensus-based global optimization method
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Publication:4569644
DOI10.1142/S0218202518500276zbMATH Open1397.35311arXiv1602.00220OpenAlexW2963356890MaRDI QIDQ4569644FDOQ4569644
Authors: Young-Pil Choi, Claudia Totzeck, Oliver Tse, J. A. Carrillo 
Publication date: 27 June 2018
Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)
Abstract: In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the convergence to the global minimizer for a large class of functions. Theoretical results on consensus estimates are then illustrated by numerical simulations where variants of the method including nonlinear diffusion are introduced.
Full work available at URL: https://arxiv.org/abs/1602.00220
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