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Consensus-Based Global Optimization

  • Claudia Totzeck
Conference paper
Part of the Mathematics in Industry book series (MATHINDUSTRY, volume 26)

Abstract

We discuss some algorithms for global optimization and opinion formation and their relation to consensus-based optimization (CBO). The proposed CBO algorithm allows to pass to the mean-field limit, resulting in a Fokker-Plank type equation with non-linear, non-local and degenerate drift and diffusion term. We shed some light on the prospects of justifying the efficacy of the CBO algorithm on the PDE level.

Notes

Acknowledgements

The author thanks J. A. Carrillo, Y. P. Choi, R. Pinnau, O. Tse and S. Martin for their constructive comments and suggestions. Moreover, she acknowledges financial support from the Nachwuchsring of the University of Kaiserslautern.

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2017

Authors and Affiliations

  1. 1.TU KaiserslauternKaiserslauternGermany

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