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20242026
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math.OC2026

Long-time Stability and Convergence of Particle Swarm Optimization

Giacomo Borghi, Hui Huang, Dohyeon Kim

Particle Swarm Optimization (PSO) is a global optimization algorithm defined by an interacting set of particles evolving over the search space. Heuristically motivated, its theoret…

math.OC2026

Variational inference via Gaussian interacting particles in the Bures-Wasserstein geometry

Giacomo Borghi, José A. Carrillo

Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is ba…

math.OC2025

Swarm-based optimization with jumps: a kinetic BGK framework and convergence analysis

Giacomo Borghi, Hyesung Im, Lorenzo Pareschi

Metaheuristic algorithms are powerful tools for global optimization, particularly for non-convex and non-differentiable problems where exact methods are often impractical. Particle…

math.OC2024

Kinetic models for optimization: a unified mathematical framework for metaheuristics

Giacomo Borghi, Michael Herty, Lorenzo Pareschi

Metaheuristic algorithms, widely used for solving complex non-convex and non-differentiable optimization problems, often lack a solid mathematical foundation. In this review, we ex…

math.OC2024

A particle consensus approach to solving nonconvex-nonconcave min-max problems

Giacomo Borghi, Hui Huang, Jinniao Qiu

We propose a zero-order optimization method for sequential min-max problems based on two populations of interacting particles. The systems are coupled so that one population aims t…