Self-interacting CBO: Existence, uniqueness, and long-time convergence
Optimization and Control
2024-11-18 v1 Probability
Abstract
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given function. As an application, its connection to CBO with Personal Best introduced by C. Totzeck and M.-T. Wolfram (Math. Biosci. Eng., 2020) has been established.
Keywords
Cite
@article{arxiv.2411.10295,
title = {Self-interacting CBO: Existence, uniqueness, and long-time convergence},
author = {Hui Huang and Hicham Kouhkouh},
journal= {arXiv preprint arXiv:2411.10295},
year = {2024}
}
Comments
This version contains supplementary material gathered in an appendix