5 citations · 5 across the 3 of their papers we have counts for
5 papers
Non-Convex Global Optimization as an Optimal Stabilization Problem: Dynamical Properties
Yuyang Huang, Dante Kalise, Hicham Kouhkouh
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem c…
Non-Convex Global Optimization as an Optimal Stabilization Problem: Convergence Rates
Yuyang Huang, Dante Kalise, Hicham Kouhkouh
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-conve…
Faithful global convergence for the rescaled Consensus-Based Optimization
Hui Huang, Hicham Kouhkouh, Lukang Sun
We analyze the Consensus-Based Optimization (CBO) algorithm with a consensus point rescaled by a small fixed parameter . Under minimal assumptions on the objective func…
Self-interacting CBO: Existence, uniqueness, and long-time convergence
Hui Huang, Hicham Kouhkouh
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 invarian…
Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
Hui Huang, Hicham Kouhkouh
We establish a uniform-in-time estimate for the mean-field convergence of the Consensus-Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with a s…