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One dimensional consensus based algorithm for non-convex optimization
- Young-Pil Choi;
- DOWAN KOO
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0초록
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.
키워드
Consensus based optimization; Gradient-free optimization method; Non-convex optimization; Quantified optimization
- 제목
- One dimensional consensus based algorithm for non-convex optimization
- 저자
- Young-Pil Choi; DOWAN KOO
- 발행일
- 2022-02
- 권
- 124
- 페이지
- 107658-1 ~ 107658-8