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In this paper we consider a continuous description based on stochastic differential equations of the popular particle swarm optimization (PSO) process for solving global optimization problems and derive in the large particle limit the…

Numerical Analysis · Mathematics 2020-12-11 Sara Grassi , Lorenzo Pareschi

Recently a continuous description of the particle swarm optimization (PSO) based on a system of stochastic differential equations was proposed by Grassi and Pareschi in arXiv:2012.05613 where the authors formally showed the link between PSO…

Dynamical Systems · Mathematics 2022-04-07 Cristina Cipriani , Hui Huang , Jinniao Qiu

Solving non-convex minimization problems using multi-particle metaheuristic derivative-free optimization methods is still an active area of research. Popular methods are Particle Swarm Optimization (PSO) methods, that iteratively update a…

Optimization and Control · Mathematics 2025-08-21 Michael Herty , Sara Veneruso

In this paper we provide a rigorous convergence analysis for the renowned particle swarm optimization method by using tools from stochastic calculus and the analysis of partial differential equations. Based on a time-continuous formulation…

Numerical Analysis · Mathematics 2024-08-05 Hui Huang , Jinniao Qiu , Konstantin Riedl

Recently, much progress has been made on particle swarm optimization (PSO). A number of works have been devoted to analyzing the convergence of the underlying algorithms. Nevertheless, in most cases, rather simplified hypotheses are used.…

Optimization and Control · Mathematics 2016-11-15 Quan Yuan , George Yin

Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear.…

Machine Learning · Computer Science 2020-12-15 Yaru Li , Yulai Zhang

Particle Swarm Optimization (PSO) is a metaheuristic global optimization paradigm that has gained prominence in the last two decades due to its ease of application in unsupervised, complex multidimensional problems which cannot be solved…

Neural and Evolutionary Computing · Computer Science 2019-01-07 Saptarshi Sengupta , Sanchita Basak , Richard Alan Peters

A great deal of research has been conducted in the consideration of meta-heuristic optimisation methods that are able to find global optima in settings that gradient based optimisers have traditionally struggled. Of these, so-called…

Neural and Evolutionary Computing · Computer Science 2023-05-01 Max D. Champneys , Timothy J. Rogers

Particle swarm optimization (PSO) is an iterative search method that moves a set of candidate solution around a search-space towards the best known global and local solutions with randomized step lengths. PSO frequently accelerates…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Johannes Jakubik , Adrian Binding , Stefan Feuerriegel

The aim of paper is to apply two types of particle swarm optimization, global best andlocal best PSO to a constrained maximum likelihood estimation problem in pseudotime anal-ysis, a sub-field in bioinformatics. The results have shown that…

Neural and Evolutionary Computing · Computer Science 2022-10-04 Elvis Cui , Dongyuan Song , Weng Kee Wong

The particle swarm optimization (PSO) algorithm has been recently introduced in the non--linear programming, becoming widely studied and used in a variety of applications. Starting from its original formulation, many variants for…

Optimization and Control · Mathematics 2020-04-15 Silvano Chiaradonna , Felicita Di Giandomenico , Nadir Murru

Lately, a novel swarm intelligence model, namely the consensus-based optimization (CBO) algorithm, was introduced to deal with the global optimization problems. Limited by the conditions of Ito's formula, the convergence analysis of the…

Optimization and Control · Mathematics 2025-01-14 Jiazhen Wei , Wei Bian

This paper is concerned with the large particle limit for the consensus-based optimization (CBO), which was postulated in the pioneering works [6,28]. In order to solve this open problem, we adapt a compactness argument by first proving the…

Optimization and Control · Mathematics 2022-07-20 Hui Huang , Jinniao Qiu

Particle swam optimization (PSO) is a popular stochastic optimization method that has found wide applications in diverse fields. However, PSO suffers from high computational complexity and slow convergence speed. High computational…

Neural and Evolutionary Computing · Computer Science 2014-01-06 Muhammad Saqib Sohail , Muhammad Omer Bin Saeed , Syed Zeeshan Rizvi , Mobien Shoaib , Asrar Ul Haq Sheikh

Particle Swarm Optimization (PSO) is a meta-heuristic for continuous black-box optimization problems. In this paper we focus on the convergence of the particle swarm, i.e., the exploitation phase of the algorithm. We introduce a new…

Optimization and Control · Mathematics 2020-06-09 Bernd Bassimir , Alexander Raß , Rolf Wanka

In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…

Optimization and Control · Mathematics 2023-08-16 Giacomo Borghi , Sara Grassi , Lorenzo Pareschi

In this paper, we propose consensus-based optimization for saddle point problems (CBO-SP), a novel multi-particle metaheuristic derivative-free optimization method capable of provably finding global Nash equilibria. Following the idea of…

Optimization and Control · Mathematics 2024-08-05 Hui Huang , Jinniao Qiu , Konstantin Riedl

We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which may be used for the global optimization of a function in…

Probability · Mathematics 2017-10-06 René Pinnau , Claudia Totzeck , Oliver Tse , Stephan Martin

Particle Swarm Optimisation (PSO) is a powerful optimisation algorithm that can be used to locate global maxima in a search space. Recent interest in swarms of Micro Aerial Vehicles (MAVs) begs the question as to whether PSO can be used as…

Robotics · Computer Science 2019-07-18 Lauren Parker , James Butterworth , Shan Luo

It has been well documented that the use of exponentially-averaged momentum (EM) in particle swarm optimization (PSO) is advantageous over the vanilla PSO algorithm. In the single-objective setting, it leads to faster convergence and…

Neural and Evolutionary Computing · Computer Science 2022-11-15 Anwesh Bhattacharya , Snehanshu Saha , Nithin Nagaraj
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