One dimensional consensus based algorithm for non-convex optimization

Young-Pil Choi; Dowan Koo

One dimensional consensus based algorithm for non-convex optimization

Optimization and Control 2021-09-13 v1

Authors: Young-Pil Choi , Dowan Koo

Abstract

We analyze the consensus based optimization method proposed by Pinnau et al.(2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our analysis covers general objective functions; we do not require any structural assumption on the objective function.

Keywords

convex optimization stochastic optimization optimization

Cite

@article{arxiv.2109.04890,
  title  = {One dimensional consensus based algorithm for non-convex optimization},
  author = {Young-Pil Choi and Dowan Koo},
  journal= {arXiv preprint arXiv:2109.04890},
  year   = {2021}
}

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