Author
Carrillo de la Plata, J
Choi, Y
Totzeck, C
Tse, O
Journal title
Mathematical Models and Methods in Applied Sciences
DOI
10.1142/S0218202518500276
Issue
6
Volume
28
Last updated
2022-08-04T22:10:30.18+01:00
Page
1037-1066
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.
Symplectic ID
1098247
Favourite
On
Publication type
Journal Article
Publication date
11 Apr 2018
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