A consensus-based model for global optimization and its mean-field limit
A consensus-based model for global optimization and its mean-field limit
We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which may be used for the global optimization of a function in multiple dimensions. The CBO algorithm allows for passage to the mean-field limit, which results in …