Consensus-based optimization methods converge globally

In this paper we study consensus-based optimization (CBO), which is a multiagent metaheuristic derivative-free optimization method that can globally minimize nonconvex nonsmooth functions and is amenable to theoretical analysis. Based on an experimentally supported intuition that, on average, CBO pe...

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Bibliographic Details
Main Authors: Fornasier, M, Klock, T, Riedl, K
Format: Journal article
Language:English
Published: Society for Industrial and Applied Mathematics 2024