A particle consensus approach to solving nonconvex-nonconcave min-max problems
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 …
two populations of interacting particles. The systems are coupled so that one population …
Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
H Huang, H Kouhkouh - arXiv preprint arXiv:2411.03986, 2024 - arxiv.org
We establish a uniform-in-time estimate for the mean-field convergence of the Consensus-
Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with …
Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with …
CBO: Consensus-Based Bi-Level Optimization
Bi-level optimization problems, where one wishes to find the global minimizer of an upper-
level objective function over the globally optimal solution set of a lower-level objective, arise …
level objective function over the globally optimal solution set of a lower-level objective, arise …
[HTML][HTML] Self-interacting CBO: Existence, uniqueness, and long-time convergence
H Huang, H Kouhkouh - Applied Mathematics Letters, 2025 - Elsevier
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO)
model is introduced. This single-particle dynamics is shown to converge to a unique …
model is introduced. This single-particle dynamics is shown to converge to a unique …
Fast and robust consensus-based optimization via optimal feedback control
We propose a variant of consensus-based optimization (CBO) algorithms, controlled-CBO,
which introduces a feedback control term to improve convergence towards global …
which introduces a feedback control term to improve convergence towards global …