Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
Optimization and Control
2025-07-01 v2 Probability
Abstract
We establish a uniform-in-time estimate for the mean-field convergence of the Consensus-Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with a small parameter . This uniform-in-time estimate is essential, as CBO convergence relies on a sufficiently large time horizon and is crucial for ensuring stable, reliable long-term convergence, the latter being key to the practical effectiveness of CBO methods.
Cite
@article{arxiv.2411.03986,
title = {Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization},
author = {Hui Huang and Hicham Kouhkouh},
journal= {arXiv preprint arXiv:2411.03986},
year = {2025}
}