A consensus-based model for global optimization and its mean-field limit

DOI10.1142/S0218202517400061zbMath1388.90098arXiv1604.05648OpenAlexW2340142742MaRDI QIDQ2963631

Stephan Martin, Oliver Tse, Claudia Totzeck, René Pinnau

Publication date: 15 February 2017

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.05648

zbMATH Keywords

global optimization stochastic differential equations mean-field limit interacting system consensus formation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Asymptotic behavior of solutions to PDEs (35B40) Ordinary differential equations and systems with randomness (34F05)

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Uses Software

MersenneTwister

Cites Work