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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 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 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

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

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…

Optimization and Control · Mathematics 2025-07-29 Stefano Almi , Alessandro Baldi , Marco Morandotti , Francesco Solombrino

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…

Optimization and Control · Mathematics 2021-08-02 Dongnam Ko , Seung-Yeal Ha , Shi Jin , Doheon Kim

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

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 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.…

Probability · Mathematics 2026-02-20 Nicolai Gerber , Franca Hoffmann , Dohyeon Kim , Urbain Vaes

We propose Discrete Consensus-Based Optimization (DCBO), a fully discrete version of the Consensus-Based Optimization (CBO) framework. DCBO is a multi-agent method for the global optimization of possibly non-convex and non-differentiable…

Optimization and Control · Mathematics 2024-04-17 Junhyeok Byeon , Seung-Yeal Ha , Joong-Ho Won

Consensus-based optimization (CBO) is a versatile multi-particle optimization method for performing nonconvex and nonsmooth global optimizations in high dimensions. Proofs of global convergence in probability have been achieved for a broad…

Optimization and Control · Mathematics 2026-01-13 Jonas Beddrich , Enis Chenchene , Massimo Fornasier , Hui Huang , Barbara Wohlmuth

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

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

We study second-order Consensus-Based Optimization (CBO), a derivative-free global optimization algorithm in which the consensus force and the multiplicative exploratory noise act on particle velocities. We prove quantitative…

Probability · Mathematics 2026-05-29 Seung-Yeal Ha , Franca Hoffmann , Dohyeon Kim

We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…

Probability · Mathematics 2023-05-23 D. Kalise , A. Sharma , M. V. Tretyakov

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…

Optimization and Control · Mathematics 2025-06-11 Jonathan Franceschi , Lorenzo Pareschi , Mattia Zanella

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

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

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
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