Related papers: On the mean field limit of consensus based methods
The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…
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 develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
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…
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 investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted…
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…
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…
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 work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…
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…
We present stochastic consensus and convergence of the discrete consensus-based optimization (CBO) algorithm with random batch interactions and heterogeneous external noises. Despite the wide applications and successful performance in many…
We introduce a new stochastic differential model for global optimization of nonconvex functions on compact hypersurfaces. The model is inspired by the stochastic Kuramoto-Vicsek system and belongs to the class of Consensus-Based…
In this paper, we study a consensus-based optimization method for nonconvex bi-level optimization, where the objective is to minimize an upper-level function over the set of global minimizers of a lower-level problem. The proposed approach…
Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…
We study the derivative-free global optimization algorithm Consensus-Based Optimization (CBO), establishing uniform-in-time propagation of chaos as well as an almost uniform-in-time stability result for the microscopic particle system.…
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…
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…
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…
In this paper, we introduce a novel variant of the CBO method that incorporates jumps according to an $\alpha$-stable stochastic process in a kinetic framework. This extension gives rise to nonlocal stochastic effects, which improve the…