2 papers
math.OC2025
Consensus-Based Optimization Beyond Finite-Time Analysis
Pascal Bianchi, Radu-Alexandru Dragomir, Victor Priser
We analyze a zeroth-order particle algorithm for the global optimization of a non-convex function, focusing on a variant of Consensus-Based Optimization (CBO) with small but fixed…
math.PR2025
Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type
Pascal Bianchi, Walid Hachem, Victor Priser
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a…