From particle swarm optimization to consensus based optimization: Stochastic modeling and mean-field limit

DOI10.1142/S0218202521500342zbMath1473.35570arXiv2012.05613OpenAlexW3185626819MaRDI QIDQ5164246

Sara Grassi, Lorenzo Pareschi

Publication date: 10 November 2021

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

Full work available at URL: https://arxiv.org/abs/2012.05613

zbMATH Keywords

global optimizationparticle swarm optimizationmean field limitVlasov-Fokker-Planck equationconsensus based optimizationsmall inertia limit

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Vlasov equations (35Q83) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (15)

Constrained Consensus-Based Optimization ⋮ Trends in 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 ⋮ Anisotropic Diffusion in Consensus-Based Optimization on the Sphere ⋮ On the mean‐field limit for the consensus‐based optimization ⋮ Consensus-based optimization via jump-diffusion stochastic differential equations ⋮ Kinetic-based optimization enhanced by genetic dynamics ⋮ An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation ⋮ On the global convergence of particle swarm optimization methods ⋮ Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling ⋮ Unnamed Item ⋮ A constrained consensus based optimization algorithm and its application to finance ⋮ Propagation of chaos: a review of models, methods and applications. I: Models and methods ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications

Uses Software

• PRMLT

Cites Work

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