Related papers: A discrete Consensus-Based Global Optimization Met…
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…
A new universal derivative-free optimization method CDOS (Conjugate Direction with Orthogonal Shift) is proposed. The CDOS method was specially developed to solve optimization tasks where the objective function and constraints are black…
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 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…
Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…
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…
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…
This paper studies a class of Consensus-Based Optimization (CBO) models featuring an additional stochastic rate of information, modeling the agents' knowledge of the environment and energy landscape. The well-posedness of the stochastic…
In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sense that its outputs are contaminated by random errors.…
Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…
We analyze the consensus based optimization method proposed by Pinnau et al.(2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our…
An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…
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…
Designing a fast and efficient optimization method with local optima avoidance capability on a variety of optimization problems is still an open problem for many researchers. In this work, the concept of a new global optimization method…
In this paper, we develop convergence analysis of a modified line search method for objective functions whose value is computed with noise and whose gradient estimates are inexact and possibly random. The noise is assumed to be bounded in…
In this paper we are concerned with the global minimization of a possibly non-smooth and non-convex objective function constrained on the unit hypersphere by means of a multi-agent derivative-free method. The proposed algorithm falls into…
In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…
Consensus based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivative free sampling method referred to as consensus based…
In this work we consider unconstrained optimization problems. The objective function is known through a zeroth order stochastic oracle that gives an estimate of the true objective function. To solve these problems, we propose a…
We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…