Time-discrete momentum consensus-based optimization algorithm and its application to Lyapunov function approximation

DOI10.1142/S0218202524400104zbMATH Open1541.65048MaRDI QIDQ6572304FDOQ6572304

Authors: Seung-Yeal Ha, Gyuyoung Hwang, Sungyoon Kim 

Publication date: 15 July 2024

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

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zbMATH Keywords

machine learningcollective dynamicsLyapunov functionsymbolic regressionconsensus-based optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Applications of difference equations (39A60)

Cites Work

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• Convergence of a first-order consensus-based global optimization algorithm
• Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises
• A consensus-based global optimization method with adaptive momentum estimation
• A consensus-based global optimization method for high dimensional machine learning problems
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• Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: mean-field limit and convergence
• On the mean‐field limit for the consensus‐based optimization

Cited In (1)

• Active particle methods towards a mathematics of living systems

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