Convergence of anisotropic consensus-based optimization in mean-field law

In this paper we study anisotropic consensus-based optimization (CBO), a population-based metaheuristic derivative-free optimization method capable of globally minimizing nonconvex and nonsmooth functions in high dimensions. CBO is based on stochastic swarm intelligence, and inspired by consensus dy...

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Bibliographic Details
Main Authors: Fornasier, M, Riedl, K, Klock, T
Format: Conference item
Language:English
Published: Springer 2022