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We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017], which is a gradient-free optimization method for general…
We introduce a practical method for incorporating equality and inequality constraints in global optimization methods based on stochastic interacting particle systems, specifically consensus-based optimization (CBO) and ensemble Kalman…
This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…
Consensus-based optimization (CBO) is an agent-based derivative-free method for non-smooth global optimization that has been introduced in 2017, leveraging a surprising interplay between stochastic exploration and Laplace principle. In…
Introduced in 2017 \cite{B1-pinnau2017consensus}, Consensus-Based Optimization (CBO) has rapidly emerged as a significant breakthrough in global optimization. This straightforward yet powerful multi-particle, zero-order optimization method…
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…
Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that…
Global optimization of a non-convex objective function often appears in large-scale machine-learning and artificial intelligence applications. Recently, consensus-based optimization (in short CBO) methods have been introduced as one of the…
In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…
A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…
This paper introduces an interacting-particle optimization method tailored to possibly non-convex composite optimization problems, which arise widely in signal processing. The proposed method, \emph{ProxiCBO}, integrates consensus-based…
We propose a variant of consensus-based optimization (CBO) algorithms, controlled-CBO, which introduces a feedback control term to improve convergence towards global minimizers of non-convex functions in multiple dimensions. The feedback…
In this paper we propose polarized consensus-based dynamics in order to make consensus-based optimization (CBO) and sampling (CBS) applicable for objective functions with several global minima or distributions with many modes, respectively.…
We calibrate parameters of neural networks that model forces in interaction dynamics with the help of the Consensus-based global optimization method (CBO). We state the general framework of interaction particle systems driven by neural…
Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…
In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…
This paper proposes a new method based on neural networks for computing the high-dimensional committor functions that satisfy Fokker-Planck equations. Instead of working with partial differential equations, the new method works with an…
In this paper, we study consensus-based optimization (CBO), which is a multi-agent metaheuristic derivative-free optimization method that can globally minimize nonconvex nonsmooth functions and is amenable to theoretical analysis. Based on…
We analyze a zeroth-order particle algorithm for the global optimization of a non-convex function, focusing on a variant of Consensus-Based Optimization (CBO) with small but fixed noise intensity. Unlike most previous studies restricted to…
Consensus-based optimization (CBO) is a multi-agent metaheuristic derivative-free optimization algorithm that has proven to be capable of globally minimizing nonconvex nonsmooth functions across a diverse range of applications while being…