4 papers
A derivative-free particle method for optimization in Hilbert spaces
Hui Huang, Hicham Kouhkouh
We introduce a stochastic interacting particle system in separable Hilbert spaces together with its associated mean-field formulation. The model is shown to retain the characterist…
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 fun…
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…
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…