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One dimensional consensus based algorithm for non-convex optimization
- Authors
- Young-Pil Choi; DOWAN KOO
- Issue Date
- Feb-2022
- Publisher
- PERGAMON-ELSEVIER SCIENCE LTD
- Keywords
- Consensus based optimization; Gradient-free optimization method; Non-convex optimization; Quantified optimization
- Citation
- APPLIED MATHEMATICS LETTERS, v.124, pp 107658-1 - 107658-8
- Journal Title
- APPLIED MATHEMATICS LETTERS
- Volume
- 124
- Start Page
- 107658-1
- End Page
- 107658-8
- ISSN
- 0893-9659
- Abstract
- We analyze the consensus based optimization method proposed in Pinnau et al. (2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our analysis covers general objective functions; we do not require any structural assumption on the objective function.
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