Related papers: Binary interaction methods for high dimensional gl…
In this paper we propose a variant of a consensus-based global optimization (CBO) method that uses personal best information in order to compute the global minimum of a non-convex, locally Lipschitz continuous function. The proposed…
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…
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 study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…
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…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…
We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…
Objective functions in large-scale machine-learning and artificial intelligence applications often live in high dimensions with strong non-convexity and massive local minima. First-order methods, such as the stochastic gradient method and…
We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…
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…
Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…
Consensus based optimization is a derivative-free particles-based method for the solution of global optimization problems. Several versions of the method have been proposed in the literature, and different convergence results have been…
In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…
The global optimization have the very extensive applications in econometrics, science and engineering. However, the global optimization for non-convex objective functions is particularly difficult since most of the existing global…
Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…
We consider the effect of non-reciprocity in a binary mixture of self-propelled particles with anti-aligning interactions, where a particle of type A reacts differently to a particle of type B than vice versa. Starting from a well-known…
Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…
A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…
Consensus-based optimization (CBO) is a versatile multi-particle optimization method for performing nonconvex and nonsmooth global optimizations in high dimensions. Proofs of global convergence in probability have been achieved for a broad…
In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the…