English

Faithful global convergence for the rescaled Consensus-Based Optimization

Optimization and Control 2026-01-19 v2 Analysis of PDEs

Abstract

We analyze the Consensus-Based Optimization (CBO) algorithm with a consensus point rescaled by a small fixed parameter κ(0,1)\kappa \in (0,1). Under minimal assumptions on the objective function and the initial data, we establish its unconditional convergence to the global minimizer. Our results hold in the asymptotic regime where both the time--horizon tt \to \infty and the inverse--temperature α\alpha \to \infty, providing a rigorous theoretical foundation for the algorithm's global convergence. Furthermore, our findings extend to the case of multiple and non--discrete set of minimizers.

Keywords

Cite

@article{arxiv.2503.08578,
  title  = {Faithful global convergence for the rescaled Consensus-Based Optimization},
  author = {Hui Huang and Hicham Kouhkouh and Lukang Sun},
  journal= {arXiv preprint arXiv:2503.08578},
  year   = {2026}
}
R2 v1 2026-06-28T22:16:08.277Z