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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

In this paper, a consensus algorithm is proposed for interacting multi-agents, which can be modeled as simple Mechanical Control Systems (MCS) evolving on a general Lie group. The standard Laplacian flow consensus algorithm for double…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Akhil B Krishna , Farshad Khorrami , Anthony Tzes

This paper addresses the consensus of a class of uncertain nonlinear fractional-order multi-agent systems (FOMAS). First a fractional non-fragile dynamic output feedback controller is put forward via the output measurements of neighboring…

Optimization and Control · Mathematics 2021-12-14 Elyar Zavary , Pouya Badri , Mahdi Sojoodi

This paper is devoted to the study of mean-field limit for systems of indistinguables particles undergoing collision processes. As formulated by Kac \cite{Kac1956} this limit is based on the {\em chaos propagation}, and we (1) prove and…

Analysis of PDEs · Mathematics 2010-01-19 Stéphane Mischler , Clément Mouhot

We study the chaotic motion of a semi-classical optomechanical system coupled to a non-Markovian environment with a finite correlation time. We show that the non-Markovian environment can significantly enhance chaos, by studying the…

Quantum Physics · Physics 2025-01-29 Pengju Chen , Nan Yang , Austen Couvertier , Quanzhen Ding , Rupak Chatterjee , Ting Yu

We prove propagation of chaos at explicit polynomial rates in Wasserstein distance W_2 for Kac's N-particle system associated with the spatially homogeneous Boltzmann equation for Maxwell molecules, with and without cutoff. Our approach is…

Mathematical Physics · Physics 2017-12-27 Roberto Cortez , Joaquin Fontbona

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

An algorithm to characterize collective motion is presented, with the introduction of ``collective Lyapunov exponent'', as the orbital instability at a macroscopic level. By applying the algorithm to a globally coupled map, existence of…

chao-dyn · Physics 2009-10-31 Tatsuo Shibata , Kunihiko Kaneko

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

We study the propagation of chaos and relaxation to Gibbs equilibrium for a system of $N$ classical Brownian particles with weak mean-field interactions. It is well known that propagation of chaos holds uniformly in time with rate…

Analysis of PDEs · Mathematics 2025-10-14 Armand Bernou , Mitia Duerinckx

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

We study Consensus-Based Optimization (CBO) for two-layer neural network training. We compare the performance of CBO against Adam on two test cases and demonstrate how a hybrid approach, combining CBO with Adam, provides faster convergence…

Machine Learning · Computer Science 2025-12-03 William De Deyn , Michael Herty , Giovanni Samaey

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, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…

Probability · Mathematics 2025-10-29 Xing Huang

In this paper we study Kac's 1D particle system, consisting of the velocities of $N$ particles colliding at constant rate and randomly exchanging energies. We prove uniform (in time) propagation of chaos in Wasserstein distance with…

Probability · Mathematics 2016-12-21 Roberto Cortez

Due to the regularization effect of the stochastic noise, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is proposed. The result shows that the Kac's chaotic property measured in relative…

Probability · Mathematics 2025-11-06 Xing Huang

In this paper consensus in second-order multi-agent systems with a non-periodic sampled-data exchange among agents is investigated. The sampling is random with bounded inter-sampling intervals. It is assumed that each agent has exact…

Systems and Control · Computer Science 2016-11-17 Mehran Zareh , Dimos V. Dimarogonas , Mauro Franceschelli , Karl Henrik Johansson , Carla Seatzu

Out of time ordered correlator (OTOC) is recently introduced as a powerful diagnose for quantum chaos. To go beyond, here we present an analytical solution of OTOC for a non-chaotic many body localized (MBL) system, showing distinct feature…

Disordered Systems and Neural Networks · Physics 2016-08-30 Yu Chen

We consider transitions to chaos in random dynamical systems induced by an increase of noise amplitude. We show how the emergence of chaos (indicated by a positive Lyapunov exponent) in a logistic map with bounded additive noise can be…

Chaotic Dynamics · Physics 2024-01-02 Bernat Bassols-Cornudella , Jeroen S. W. Lamb