Year: 2024
Type: preprint
Abstract: 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 a small parameter $κ\in (0,1)$. This uniform-in-time estimate is essential, as CBO convergence relies on a sufficiently large time horizon and is crucial for ensuring stable, reliable long-term convergence, the latter being key to the practical effectiveness of CBO methods.
Source: arXiv (Cornell University)
Authors: Huang, Hui, Kouhkouh, Hicham
Institutions: University of Graz, Nawi Graz
Language: English
Subfield: Computer Networks and Communications
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4404371737