5 papers · 1 filter
Convergence of time-discrete finite particle consensus based optimization in Hilbert spaces
Michael Herty, Hui Huang, Hicham Kouhkouh
We study a time-discrete, finite-particle Consensus-Based Optimization (CBO) algorithm in a separable Hilbert space. Our analysis provides convergence guarantees directly for the c…
Consensus-based optimization with -stable jump processes
Pedro Aceves-Sanchez, Giacomo Albi, Federica Ferrarese +1
In this paper, we introduce a novel variant of the CBO method that incorporates jumps according to an -stable stochastic process in a kinetic framework. This extension gives ri…
Kinetic simulated annealing optimization with entropy-based cooling rate
Michael Herty, Mattia Zanella
We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield expon…
Consensus-based algorithms for stochastic optimization problems
Sabrina Bonandin, Michael Herty
We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective…
Kinetic variable-sample methods for stochastic optimization problems
Sabrina Bonandin, Michael Herty
We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kineti…