Consensus-based optimization and ensemble Kalman inversion for global optimization problems with constraints
We introduce a practical method for incorporating equality and inequality constraints in global optimization methods based on stochastic interacting particle systems, specifically consensus-based optimization (CBO) and ensemble Kalman inversion (EKI). Unlike other approaches in the literature, the m...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Book section |
| Language: | English |
| Published: |
World Scientific Publishing
2023
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