| Issue |
ESAIM: COCV
Volume 31, 2025
|
|
|---|---|---|
| Article Number | 69 | |
| Number of page(s) | 17 | |
| DOI | https://doi.org/10.1051/cocv/2025056 | |
| Published online | 19 August 2025 | |
Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
University of Graz, Department of Mathematics and Scientific Computing,
NAWI Graz,
Graz,
Austria
* Corresponding author: hicham.kouhkouh@uni-graz.at
Received:
8
November
2024
Accepted:
12
June
2025
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.
Mathematics Subject Classification: 65C35 / 90C26 / 90C56
Key words: Consensus-Based Optimization / mean-field limit / global optimization
© The authors. Published by EDP Sciences, SMAI 2025
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