An analytical framework for a consensus-based global optimization method

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Title: An analytical framework for a consensus-based global optimization method
Authors: Carrillo de la Plata, J
Choi, Y-P
Totzeck, C
Tse, O
Item Type: Journal Article
Abstract: 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 functions. Theoretical results on consensus estimates are then illustrated by numerical simulations where variants of the method including nonlinear diffusion are introduced. Read More: https://www.worldscientific.com/doi/abs/10.1142/S0218202518500276
Issue Date: 15-Jun-2018
Date of Acceptance: 15-Jan-2018
URI: http://hdl.handle.net/10044/1/56093
DOI: https://dx.doi.org/10.1142/S0218202518500276
ISSN: 1793-6314
Publisher: World Scientific Publishing
Start Page: 1037
End Page: 1066
Journal / Book Title: Mathematical Models and Methods in Applied Sciences
Volume: 28
Issue: 06
Copyright Statement: © 2018 The Author(s). This is an Open Access article published by World Scientific Publishing Company. It is distributed under the terms of the Creative Commons Attribution 4.0 (CC-BY) License. Further distribution of this work is permitted, provided the original work is properly cited.
Sponsor/Funder: Engineering & Physical Science Research Council (EPSRC)
Funder's Grant Number: EP/P031587/1
Keywords: 0102 Applied Mathematics
Applied Mathematics
Publication Status: Published
Online Publication Date: 2018-04-11
Appears in Collections:Mathematics
Applied Mathematics and Mathematical Physics
Faculty of Natural Sciences



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