6 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 CBO method that incorporates jumps driven by an -stable stochastic process within a kinetic framework. This approach naturally induces nonlocal sto…
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…
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…
Relaxation and asymptotic expansion of controlled stiff differential equations
Michael Herty, Hicham Kouhkouh
The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly per…