On the mean-field limit for the consensus-based optimization
Optimization and Control
2022-07-20 v1 Analysis of PDEs
Dynamical Systems
Abstract
This paper is concerned with the large particle limit for the consensus-based optimization (CBO), which was postulated in the pioneering works [6,28]. In order to solve this open problem, we adapt a compactness argument by first proving the tightness of the empirical measures associated to the particle system and then verifying that the limit measure is the unique weak solution to the mean-field CBO equation. Such results are extended to the model of particle swarm optimization (PSO).
Cite
@article{arxiv.2105.12919,
title = {On the mean-field limit for the consensus-based optimization},
author = {Hui Huang and Jinniao Qiu},
journal= {arXiv preprint arXiv:2105.12919},
year = {2022}
}