Trends in Consensus-based optimization
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Publication:6364467
DOI10.1007/978-3-030-93302-9_6arXiv2104.01383MaRDI QIDQ6364467FDOQ6364467
Authors: Claudia Totzeck 
Publication date: 3 April 2021
Abstract: In this chapter we give an overview of the consensus-based global optimization algorithm and its recent variants. We recall the formulation and analytical results of the original model, then we discuss variants using component-wise independent or common noise. In combination with mini-batch approaches those variants were tailored for machine learning applications. Moreover, it turns out that the analytical estimates are dimension independent, which is useful for high-dimensional problems. We discuss the relationship of consensus-based optimization with particle swarm optimization, a method widely used in the engineering community. Then we survey a variant of consensus-based optimization that is proposed for global optimization problems constrained to hyper-surfaces. We conclude the chapter with remarks on applications, preprints and open problems.
Stochastic systems in control theory (general) (93E03) Multi-agent systems (93A16) Consensus (93D50)
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