Convergence and error estimates for time-discrete consensus-based optimization algorithms

DOI10.1007/s00211-021-01174-yzbMath1467.65064arXiv2003.05086OpenAlexW3121740000MaRDI QIDQ1996226

Seung-Yeal Ha, Doheon Kim, Shih Jin

Publication date: 3 March 2021

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.05086

zbMATH Keywords

convergence analysiserror estimateconsensus-based optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10)

Related Items (12)

Trends in Consensus-Based Optimization ⋮ Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence ⋮ A Consensus-Based Global Optimization Method with Adaptive Momentum Estimation ⋮ Anisotropic Diffusion in Consensus-Based Optimization on the Sphere ⋮ Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises ⋮ Consensus-based optimization via jump-diffusion stochastic differential equations ⋮ Swarm-based optimization with random descent ⋮ Collective behaviors of stochastic agent-based models and applications to finance and optimization ⋮ On the mathematical theory of behavioral swarms emerging collective dynamics ⋮ Consensus-based global optimization with personal best ⋮ A constrained consensus based optimization algorithm and its application to finance ⋮ What is life? A perspective of the mathematical kinetic theory of active particles

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