4 papers
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 ris…
Sparse Reconstruction of Multi-Dimensional Kinetic Distributions
Georgii Oblapenko, Manuel Torrilhon, Michael Herty
In the present work, we propose a novel method for reconstruction of multi-dimensional kinetic distributions, based on their representation as a mixture of Dirac delta functions. T…
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…
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…