Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866911028728561664 |
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| author | Huang, Hui Kouhkouh, Hicham |
| author_facet | Huang, Hui Kouhkouh, Hicham |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_03986 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization Huang, Hui Kouhkouh, Hicham Optimization and Control Probability 65C35, 90C26, 90C56 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. |
| title | Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization |
| topic | Optimization and Control Probability 65C35, 90C26, 90C56 |
| url | https://arxiv.org/abs/2411.03986 |