Leveraging memory effects and gradient information in consensus-based optimisation: on global convergence in mean-field law

DOI10.1017/s0956792523000293MaRDI QIDQ6622995

Konstantin Riedl

Publication date: 23 October 2024

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

metaheuristicsFokker-Planck equationsmean-field limitconsensus-based optimisationhigh-dimensional global optimisation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) PDEs in connection with mathematical programming (35Q90)

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