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math.OC2026
CBO algorithm with average drift and applications to portfolio optimization
Hyeong-Ohk Bae, Seung-Yeal Ha, Chanho Min +2
We propose a consensus based optimization algorithm with average drift (in short Ad-CBO) and provide a theoretical framework for it. In the theoretical analysis, we show that parti…
math.OC2021
A Constrained Consensus Based Optimization algorithm and its Application to Finance
Hyeong-Ohk Bae, Seung-Yeal Ha, Myeongju Kang +3
In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in…