On the global convergence of particle swarm optimization methods

H Huang, J Qiu, K Riedl - Applied Mathematics & Optimization, 2023 - Springer
In this paper we provide a rigorous convergence analysis for the renowned particle swarm
optimization method by using tools from stochastic calculus and the analysis of partial …

Consensus-based optimization on the sphere: Convergence to global minimizers and machine learning

M Fornasier, L Pareschi, H Huang, P Sünnen - Journal of Machine …, 2021 - jmlr.org
We investigate the implementation of a new stochastic Kuramoto-Vicsek-type model for
global optimization of nonconvex functions on the sphere. This model belongs to the class of …

Trends in consensus-based optimization

C Totzeck - Active Particles, Volume 3: Advances in Theory …, 2021 - Springer
In this chapter we give an overview of the consensus-based global optimization algorithm
and its recent variants. We recall the formulation and analytical results of the original model …

FedCBO: Reaching group consensus in clustered federated learning through consensus-based optimization

JA Carrillo, NG Trillos, S Li, Y Zhu - Journal of machine learning research, 2024 - jmlr.org
Federated learning is an important framework in modern machine learning that seeks to
integrate the training of learning models from multiple users, each user having their own …

Constrained consensus-based optimization

G Borghi, M Herty, L Pareschi - SIAM Journal on Optimization, 2023 - SIAM
In this work we are interested in the construction of numerical methods for high-dimensional
constrained nonlinear optimization problems by particle-based gradient-free techniques. A …

Leveraging memory effects and gradient information in consensus-based optimisation: On global convergence in mean-field law

K Riedl - European Journal of Applied Mathematics, 2024 - cambridge.org
In this paper, we study consensus-based optimisation (CBO), a versatile, flexible and
customisable optimisation method suitable for performing nonconvex and nonsmooth global …

Consensus-based optimization methods converge globally

M Fornasier, T Klock, K Riedl - SIAM Journal on Optimization, 2024 - SIAM
In this paper we study consensus-based optimization (CBO), which is a multiagent
metaheuristic derivative-free optimization method that can globally minimize nonconvex …

An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation

G Borghi, M Herty, L Pareschi - Applied Mathematics & Optimization, 2023 - Springer
In this work we are interested in stochastic particle methods for multi-objective optimization.
The problem is formulated via scalarization using parametrized, single-objective sub …

Convergence of anisotropic consensus-based optimization in mean-field law

M Fornasier, T Klock, K Riedl - International Conference on the …, 2022 - Springer
In this paper we study anisotropic consensus-based optimization (CBO), a population-based
metaheuristic derivative-free optimization method capable of globally minimizing nonconvex …

Consensus-based optimization for saddle point problems

H Huang, J Qiu, K Riedl - SIAM Journal on Control and Optimization, 2024 - SIAM
In this paper, we propose consensus-based optimization for saddle point problems (CBO-
SP), a novel multi-particle metaheuristic derivative-free optimization method capable of …