[01239] Convergence analysis of the discrete consensus-based optimization algorithm
Session Time & Room : 2E (Aug.22, 17:40-19:20) @G709
Type : Contributed Talk
Abstract : We study stochastic convergence of the discrete Consensus-Based Optimization, called CBO algorithm, in almost-sure sense and in expectation. CBO is a mathematical toy example for non-gradient multi-point optimizer which tries to find the global minimum point of a given cost function. The convergence analysis guarantees the termination of the optimization process. The main result is a joint work with Seung-Yeal Ha, Shi Jin, and Doheon Kim.
