Related papers: Trends in Consensus-based optimization
Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…
We propose an algorithm to approximate solutions of global optimization problems in Sobolev spaces that follows the spirit of Consensus-based algorithms in finite dimensions. The main ingredient are Gaussian processes. In fact, we exploit…
Consensus-based optimization (CBO) is a powerful and versatile zero-order multi-particle method designed to provably solve high-dimensional global optimization problems, including those that are genuinely nonconvex or nonsmooth. The method…
In this paper, we are interested in finding the global minimizer of a nonsmooth nonconvex unconstrained optimization problem. By combining the discrete consensus-based optimization (CBO) algorithm and the gradient descent method, we develop…
Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…
In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…
We propose a zero-order optimization method for sequential min-max problems based on two populations of interacting particles. The systems are coupled so that one population aims to solve the inner maximization problem, while the other aims…
We propose a multi-swarm approach to approximate the Pareto front of general multi-objective optimization problems that is based on the Consensus-based Optimization method (CBO). The algorithm is motivated step by step beginning with a…
Metaheuristic algorithms are powerful tools for global optimization, particularly for non-convex and non-differentiable problems where exact methods are often impractical. Particle-based optimization methods, inspired by swarm intelligence…
Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…
We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…
This work interprets and generalizes consensus-type algorithms as switching dynamics leading to symmetrization of some vector variables with respect to the actions of a finite group. We show how the symmetrization framework we develop…
The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…
Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…
We introduce a modified Consensus-Based Optimization model that admits a fully unified and rigorous analysis of its finite-particle dynamics, the associated McKean--Vlasov equation, and their optimization behavior under a single set of…
Consensus-based optimization (CBO) is a versatile multi-particle metaheuristic optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. It has proven effective in various applications…
This paper proposes the matrix-weighted consensus algorithm, which is a generalization of the consensus algorithm in the literature. Given a networked dynamical system where the interconnections between agents are weighted by nonnegative…
In this paper we study consensus-based optimization (CBO), a versatile, flexible and customizable optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. CBO is a multi-particle…
Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…