2021/04/03 by Claudia Totzeck, Totzeck, Claudia · 4 citations
Computer Science · Engineering · #Distributed Control Multi-Agent Systems #FOS: Mathematics #Metaheuristic Optimization Algorithms Research #Optimization and Control (math.OC) #Photonic and Optical Devices
paper · pdf · doi:10.48550/arxiv.2104.01383
openalex publication_date 2021/04/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this chapter we give an overview of the consensus-based global optimization algorithm and its recent variants. We recall the formulation and analytical results of the original model, then we discuss variants using component-wise independent or common noise. In combination with mini-batch approaches those variants were tailored for machine learning applications. Moreover, it turns out that the analytical estimates are dimension independent, which is useful for high-dimensional problems. We discuss the relationship of consensus-based optimization with particle swarm optimization, a method widely used in the engineering community. Then we survey a variant of consensus-based optimization that is proposed for global optimization problems constrained to hyper-surfaces. We conclude the chapter with remarks on applications, preprints and open problems.