Related papers: A Smoothing Consensus-Based Optimization Algorithm…
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…
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…
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…
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…
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…
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 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 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 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…
This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…
In this work we survey some recent results on the global minimization of a non-convex and possibly non-smooth high dimensional objective function by means of particle based gradient-free methods. Such problems arise in many situations of…
Consensus-based optimization (CBO) is a class of metaheuristic algorithms designed for global optimization problems. In the many-particle limit, classical CBO dynamics can be rigorously connected to mean-field equations that ensure…
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…
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 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…
A consensus-based optimization (CBO) algorithm, which enables derivative and mesh-free optimization, is presented to localize a bioluminescent source. The light propagation is modeled by the radiative transfer equation approximated by…
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…
In this paper, we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free…
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…
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.…