Consensus-based optimization methods converge globally
DOI10.1137/22m1527805zbMATH Open1545.65239MaRDI QIDQ6601205
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Publication date: 10 September 2024
Published in: (Search for Journal in Brave)
global optimizationmetaheuristicsFokker-Planck equationsderivative-free optimizationnonconvexitymean-field limitnonsmoothnessconsensus-based optimization
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59) Fokker-Planck equations (35Q84)
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