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math.OC2024
Polyak's Heavy Ball Method Achieves Accelerated Local Rate of Convergence under Polyak-Lojasiewicz Inequality
Sebastian Kassing, Simon Weissmann
In this work, we analyze the convergence of Polyak's heavy ball method in both continuous and discrete time for non-convex -objective functions satisfying the Polyak-Lojasiewi…
math.OC2024
On the mean field limit of consensus based methods
Marvin Koß, Simon Weissmann, Jakob Zech
Consensus based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivativ…