Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises
From MaRDI portal
Publication:5104580
DOI10.1142/S0218202522500245zbMATH Open1504.90204arXiv2107.14383OpenAlexW3187556780MaRDI QIDQ5104580FDOQ5104580
Authors: Dongnam Ko, Seung-Yeal Ha, Doheon Kim, Shi Jin 
Publication date: 14 September 2022
Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)
Abstract: We present stochastic consensus and convergence of the discrete consensus-based optimization (CBO) algorithm with random batch interactions and heterogeneous external noises. Despite the wide applications and successful performance in many practical simulations, the convergence of the discrete CBO algorithm was not rigorously investigated in such a generality. In this work, we introduce a generalized discrete CBO algorithm with a weighted representative point and random batch interactions, and show that the proposed discrete CBO algorithm exhibits stochastic consensus and convergence toward the common equilibrium state exponentially fast under suitable assumptions on system parameters. For this, we recast the given CBO algorithm with random batch interactions as a discrete consensus model with a random switching network topology, and then we use the mixing property of interactions over sufficiently long time interval to derive stochastic consensus and convergence estimates in mean square and almost sure senses. Our proposed analysis significantly improves earlier works on the convergence analysis of CBO models with full batch interactions and homogeneous external noises.
Full work available at URL: https://arxiv.org/abs/2107.14383
Recommendations
- Convergence and error estimates for time-discrete consensus-based optimization algorithms
- Consensus-based optimization via jump-diffusion stochastic differential equations
- Convergence of a first-order consensus-based global optimization algorithm
- Convergence toward equilibrium of the first-order consensus model with random batch interactions
- Trends in Consensus-Based Optimization
consensusinteracting particle systemexternal noiserandom batch interactionsrandomly switching network topology
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Reaching a Consensus
- Title not available (Why is that?)
- Towards consensus: some convergence theorems on repeated averaging
- A consensus-based model for global optimization and its mean-field limit
- Emergence of stochastic flocking for the discrete Cucker-Smale model with randomly switching topologies
- Random batch methods (RBM) for interacting particle systems
- Vehicular traffic, crowds, and swarms: from kinetic theory and multiscale methods to applications and research perspectives
- An analytical framework for consensus-based global optimization method
- Convergence and error estimates for time-discrete consensus-based optimization algorithms
- Convergence of a first-order consensus-based global optimization algorithm
- Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
- A consensus-based global optimization method with adaptive momentum estimation
- A consensus-based global optimization method for high dimensional machine learning problems
- On the stochastic flocking of the Cucker-Smale flock with randomly switching topologies
- Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: mean-field limit and convergence
Cited In (6)
- Convergence and error estimates for time-discrete consensus-based optimization algorithms
- Time-discrete momentum consensus-based optimization algorithm and its application to Lyapunov function approximation
- Stochastic flocking dynamics of the inertial spin model with state‐dependent noises
- Consensus-based optimization via jump-diffusion stochastic differential equations
- Convergence toward equilibrium of the first-order consensus model with random batch interactions
- From Herbert A. Simon’s legacy to the evolutionary artificial world with heterogeneous collective behaviors
Uses Software
This page was built for publication: Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5104580)
