On the mean‐field limit for the consensus‐based optimization

DOI10.1002/mma.8279zbMath1527.60077arXiv2105.12919OpenAlexW3164389725MaRDI QIDQ6087632

Unnamed Author, Jinniao Qiu

Publication date: 12 December 2023

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

Full work available at URL: https://arxiv.org/abs/2105.12919

zbMATH Keywords

weak convergencetightnesspropagation of chaosparticle swarm optimizationconsensus-based optimization

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Ordinary differential equations and systems with randomness (34F05) Convergence of probability measures (60B10) PDEs in connection with mechanics of particles and systems of particles (35Q70) Fokker-Planck equations (35Q84)

Related Items (1)

An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation

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