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.
|Journal||Applied Mathematics Letters|
|Publication status||Published - 2022 Feb|
Bibliographical noteFunding 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 .
© 2021 Elsevier Ltd
All Science Journal Classification (ASJC) codes
- Applied Mathematics