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math.NA2021★ 20 cited
Convergence of Anisotropic Consensus-Based Optimization in Mean-Field Law
Massimo Fornasier, Timo Klock, Konstantin Riedl
In this paper we study anisotropic consensus-based optimization (CBO), a multi-agent metaheuristic derivative-free optimization method capable of globally minimizing nonconvex and…
math.NA2021★ 29 cited
Consensus-Based Optimization Methods Converge Globally
Massimo Fornasier, Timo Klock, Konstantin Riedl
In this paper, we study consensus-based optimization (CBO), which is a multi-agent metaheuristic derivative-free optimization method that can globally minimize nonconvex nonsmooth…