CBO: Consensus-Based Bi-Level Optimization

NG Trillos, S Li, K Riedl, Y Zhu - arxiv preprint arxiv:2411.13394, 2024 - arxiv.org
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 …

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 …

MirrorCBO: A consensus-based optimization method in the spirit of mirror descent

L Bungert, F Hoffmann, DY Kim, T Roith - arxiv preprint arxiv:2501.12189, 2025 - arxiv.org
In this work we propose MirrorCBO, a consensus-based optimization (CBO) method which
generalizes standard CBO in the same way that mirror descent generalizes gradient …

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications

PD Hinds, A Sharma, MV Tretyakov - arxiv preprint arxiv:2412.20247, 2024 - arxiv.org
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their
particle approximations in smooth non-convex domains. We prove convergence of the …