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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…

Optimization and Control · Mathematics 2026-05-12 Massimo Fornasier , Peter Richtárik , Konstantin Riedl , Lukang Sun

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…

Optimization and Control · Mathematics 2025-12-12 Sabrina Bonandin , Konstantin Riedl , Sara Veneruso

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…

Optimization and Control · Mathematics 2021-11-23 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

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…

Numerical Analysis · Mathematics 2024-09-10 Massimo Fornasier , Timo Klock , Konstantin Riedl

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…

Optimization and Control · Mathematics 2026-02-13 Massimo Fornasier , Hui Huang , Jona Klemenc , Greta Malaspina

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…

Optimization and Control · Mathematics 2025-11-24 Pascal Bianchi , Radu-Alexandru Dragomir , Victor Priser

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…

Optimization and Control · Mathematics 2025-07-29 Yuyang Huang , Michael Herty , Dante Kalise , Nikolas Kantas

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…

Analysis of PDEs · Mathematics 2024-10-01 Massimo Fornasier , Lukang Sun

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…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

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…

Optimization and Control · Mathematics 2025-01-16 Jiazhen Wei , Fan Wu , Wei Bian

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…

Numerical Analysis · Mathematics 2026-05-28 Konstantin Riedl

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…

Analysis of PDEs · Mathematics 2025-05-29 Massimo Fornasier , Lukang Sun

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…

Optimization and Control · Mathematics 2021-10-14 Hyeong-Ohk Bae , Seung-Yeal Ha , Myeongju Kang , Hyuncheul Lim , Chanho Min , Jane Yoo

In this paper we study anisotropic consensus-based optimization (CBO), a multi-agent metaheuristic derivative-free optimization method capable of globally minimizing nonconvex and nonsmooth functions in high dimensions. CBO is based on…

Numerical Analysis · Mathematics 2024-03-26 Massimo Fornasier , Timo Klock , Konstantin Riedl

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

We analyze the Consensus-Based Optimization (CBO) algorithm with a consensus point rescaled by a small fixed parameter $\kappa \in (0,1)$. Under minimal assumptions on the objective function and the initial data, we establish its…

Optimization and Control · Mathematics 2026-01-19 Hui Huang , Hicham Kouhkouh , Lukang Sun

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

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…

Optimization and Control · Mathematics 2021-11-05 J. A. Carrillo , C. Totzeck , U. Vaes

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…

Optimization and Control · Mathematics 2025-04-04 Stefania Bellavia , Greta Malaspina

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen
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