An analytical framework for consensus-based global optimization method

José A. Carrillo, Young Pil Choi, Claudia Totzeck, Oliver Tse

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4 Citations (Scopus)

Abstract

In this paper, we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the convergence to the global minimizer for a large class of functions. Theoretical results on consensus estimates are then illustrated by numerical simulations where variants of the method including nonlinear diffusion are introduced.

Original languageEnglish
Article number00276
JournalMathematical Models and Methods in Applied Sciences
Volume28
Issue number6
DOIs
Publication statusPublished - 2018 Jun 15

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All Science Journal Classification (ASJC) codes

  • Modelling and Simulation
  • Applied Mathematics

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