An analytical framework for consensus-based global optimization method

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 functio...

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Bibliographic Details
Main Authors: Carrillo de la Plata, JA, Choi, Y-P, Totzeck, C, Tse, O
Format: Journal article
Language:English
Published: World Scientific Publishing 2018