Uniform-in-time mean-field limit estimate for the consensus-based optimization

DOI10.1051/COCV/2025056MaRDI QIDQ6929239zbMATH OpenFDO

Authors Hui Huang, Hicham Kouhkouh

Publication date 17 September 2025

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/COCV/2025056

zbMATH Keywords

consensus-based optimizationglobal optimizationmean-field limit

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Cites work

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• scientific article; zbMATH DE number 7626752 (Why is no real title available?)
• Large deviations techniques and applications.
• On the mean‐field limit for the consensus‐based optimization
• Self-interacting CBO: existence, uniqueness, and long-time convergence
• Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: mean-field limit and convergence

Cited in

(2)

• A particle consensus approach to solving nonconvex-nonconcave min-max problems
• Well-posedness and mean-field limit estimate of a consensus-based algorithm for multiplayer games

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