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On the mean-field limit for the consensus-based optimization

This paper is concerned with the large particle limit for the consensus-based optimization (CBO), which was postulated in the pioneering works [6,28]. In order to solve this open problem, we adapt a compactness argument by first proving the tightness of the empirical measures $\{μ^N\}_{N\geq 2}$ associated to the particle system and then verifying that the limit measure $μ$ is the unique weak solution to the mean-field CBO equation. Such results are extended to the model of particle swarm optimization (PSO).

preprint2021arXivOpen access
Hui HuangJinniao Qiu
math.APmath.OCmath.DS
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Hui HuangJinniao Qiu

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