Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit

DOI10.1142/S0218202520500530zbMath1467.90039arXiv2001.11994OpenAlexW3125335477MaRDI QIDQ3388781

Philippe Sünnen, Massimo Fornasier, Hui Huang, Lorenzo Pareschi

Publication date: 7 May 2021

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

Full work available at URL: https://arxiv.org/abs/2001.11994

zbMATH Keywords

well-posednessmean-field limitconsensus-based optimizationoptimization over manifoldsstochastic Kuramoto-Vicsek model

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Ordinary differential equations and systems with randomness (34F05) Dynamical systems in optimization and economics (37N40) PDEs in connection with mechanics of particles and systems of particles (35Q70) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

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