One dimensional consensus based algorithm for non-convex optimization

Young Pil Choi; Dowan Koo

doi:10.1016/j.aml.2021.107658

One dimensional consensus based algorithm for non-convex optimization

Young Pil Choi, Dowan Koo

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

We analyze the consensus based optimization method proposed in Pinnau et al. (2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our analysis covers general objective functions; we do not require any structural assumption on the objective function.

Original language	English
Article number	107658
Journal	Applied Mathematics Letters
Volume	124
DOIs	https://doi.org/10.1016/j.aml.2021.107658
Publication status	Published - 2022 Feb

Bibliographical note

Funding Information:
Acknowledgment. YPC has been supported by NRF, South Korea grant (No. 2017R1C1B2012918 ), POSCO Science Fellowship of POSCO TJ Park Foundation , and Yonsei University, South Korea Research Fund of 2020-22-0505 .

Publisher Copyright:
© 2021 Elsevier Ltd

All Science Journal Classification (ASJC) codes

Applied Mathematics

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10.1016/j.aml.2021.107658

Cite this

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One dimensional consensus based algorithm for non-convex optimization

Abstract

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