Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
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 ∈ (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.
Authors
- Hui Huang (ORCID: https://orcid.org/0000-0002-4171-0530)
- Hicham Kouhkouh (ORCID: https://orcid.org/0000-0002-2632-448X)
Institutions
- Nawi Graz (AT)
Publication Details
- Journal
- ESAIM Control Optimisation and Calculus of Variations
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1051/cocv/2025056
- Citations
- 1
- Primary Topic
- Probabilistic and Robust Engineering Design
- Type
- article
- Field-Weighted Citation Impact
- 1.40