A note on the mean-field limit for the particle swarm optimization

DOI10.1016/j.aml.2021.107133zbMath1475.82015OpenAlexW3130142064MaRDI QIDQ2022286

Hui Huang

Publication date: 28 April 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107133

zbMATH Keywords

propagation of chaosswarm optimizationconsensus based optimizationLaplace's principle

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Interacting particle systems in time-dependent statistical mechanics (82C22) Approximation methods and heuristics in mathematical programming (90C59) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic analysis in statistical mechanics (82M60)

Related Items (4)

Constrained Consensus-Based Optimization ⋮ Binary interaction methods for high dimensional global optimization and machine learning ⋮ Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization ⋮ Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling

Cites Work

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• Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
• An analytical framework for consensus-based global optimization method
• Propagation of chaos for the Vlasov–Poisson–Fokker–Planck equation with a polynomial cut-off

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