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From Consensus-Based Optimization to Particle Swarm Optimization: Convergence Guarantees under Drift-Diffusion Coupling

Hoffmann, Franca et al.
arXiv (OAI Expanded) · Papers
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90c26numerical-analysisoptimization-and-control
Particle swarm optimization (PSO) is a widely used algorithm featured in many state-of-the-art optimization tool-kits. However, rigorous performance guarantees are still lacking. The standard PSO dynamics do not admit a natural mean-field description, which would provide an avenue for theoretical an
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