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Huang, Hui; Qiu, Jinniao

On the mean-field limit for the consensus-based optimization. (English) Zbl 1527.60077

Math. Methods Appl. Sci. 45, No. 12, 7814-7831 (2022).

Cited in 8 Documents

MSC:

60K35 Interacting random processes; statistical mechanics type models; percolation theory
34F05 Ordinary differential equations and systems with randomness
35Q70 PDEs in connection with mechanics of particles and systems of particles
35Q84 Fokker-Planck equations
60B10 Convergence of probability measures
68W50 Evolutionary algorithms, genetic algorithms (computational aspects)
90C26 Nonconvex programming, global optimization
90C59 Approximation methods and heuristics in mathematical programming

Keywords:

consensus-based optimization; particle swarm optimization; propagation of chaos; tightness; weak convergence
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References:

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