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A Constrained Consensus Based Optimization algorithm and its Application to Finance - MaRDI portal

A Constrained Consensus Based Optimization algorithm and its Application to Finance

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Publication:6379827

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DOI10.1016/J.AMC.2021.126726zbMath1510.90208arXiv2110.04499MaRDI QIDQ6379827

Myeongju Kang, Hyeong-Ohk Bae, Jane Yoo, Chanho Min, Seung-Yeal Ha, Hyuncheul Lim

Publication date: 9 October 2021

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) (n)-body problems (70F10)

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