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math.OC2024★ 5 cited
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…
math.OC2024★ 1 cited
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…