Self-interacting CBO: Existence, uniqueness, and long-time convergence
arXiv:2411.10295 · doi:10.1016/j.aml.2024.109372
Abstract
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given function. As an application, its connection to CBO with Personal Best introduced by C. Totzeck and M.-T. Wolfram (Math. Biosci. Eng., 2020) has been established.
This version contains supplementary material gathered in an appendix
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