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Consensus-based optimization (CBO) is an agent-based derivative-free method for non-smooth global optimization that has been introduced in 2017, leveraging a surprising interplay between stochastic exploration and Laplace principle. In…

偏微分方程分析 · 数学 2024-10-01 Massimo Fornasier , Lukang Sun

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…

最优化与控制 · 数学 2026-02-13 Massimo Fornasier , Hui Huang , Jona Klemenc , Greta Malaspina

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…

数值分析 · 数学 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…

最优化与控制 · 数学 2025-12-12 Sabrina Bonandin , Konstantin Riedl , Sara Veneruso

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…

最优化与控制 · 数学 2025-06-11 Jonathan Franceschi , Lorenzo Pareschi , Mattia Zanella

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…

最优化与控制 · 数学 2026-01-13 Jonas Beddrich , Enis Chenchene , Massimo Fornasier , Hui Huang , Barbara Wohlmuth

Global optimization of a non-convex objective function often appears in large-scale machine-learning and artificial intelligence applications. Recently, consensus-based optimization (in short CBO) methods have been introduced as one of the…

最优化与控制 · 数学 2019-10-21 Seung-Yeal Ha , Shi Jin , Doheon Kim

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…

最优化与控制 · 数学 2021-11-05 J. A. Carrillo , C. Totzeck , U. Vaes

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…

最优化与控制 · 数学 2025-01-14 Jiazhen Wei , Wei Bian

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…

最优化与控制 · 数学 2026-05-12 Massimo Fornasier , Peter Richtárik , Konstantin Riedl , Lukang Sun

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…

最优化与控制 · 数学 2025-11-24 Pascal Bianchi , Radu-Alexandru Dragomir , Victor Priser

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…

最优化与控制 · 数学 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

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…

最优化与控制 · 数学 2024-04-17 Junhyeok Byeon , Seung-Yeal Ha , Joong-Ho Won

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.…

概率论 · 数学 2023-05-23 D. Kalise , A. Sharma , M. V. Tretyakov

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…

最优化与控制 · 数学 2025-01-16 Jiazhen Wei , Fan Wu , Wei Bian

In this work we propose MirrorCBO, a consensus-based optimization (CBO) method which generalizes standard CBO in the same way that mirror descent generalizes gradient descent. For this we apply the CBO methodology to a swarm of dual…

最优化与控制 · 数学 2025-07-17 Leon Bungert , Franca Hoffmann , Dohyeon Kim , Tim Roith

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…

数值分析 · 数学 2026-05-28 Konstantin Riedl

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…

最优化与控制 · 数学 2025-07-29 Yuyang Huang , Michael Herty , Dante Kalise , Nikolas Kantas

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…

最优化与控制 · 数学 2021-11-23 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

In this paper, we introduce a novel variant of the CBO method that incorporates jumps according to an $\alpha$-stable stochastic process in a kinetic framework. This extension gives rise to nonlocal stochastic effects, which improve the…

最优化与控制 · 数学 2026-04-08 Pedro Aceves-Sanchez , Giacomo Albi , Federica Ferrarese , Michael Herty
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