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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 …
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 …
MirrorCBO: A consensus-based optimization method in the spirit of mirror descent
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 …
generalizes standard CBO in the same way that mirror descent generalizes gradient …
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
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 …
particle approximations in smooth non-convex domains. We prove convergence of the …