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Consensus, error estimates and applications of first- and second-order consensus-based optimization algorithms
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Well-posedness and approximation of reflected McKean–Vlasov SDEs with applications
Piers D. Hinds, Akash Sharma and Michael V. Tretyakov Mathematical Models and Methods in Applied Sciences 35(08) 1845 (2025) https://doi.org/10.1142/S0218202525500241
Smoothing Iterative Consensus-based Optimization Algorithm for Nonsmooth Nonconvex Optimization Problems with Global Optimality
CBX: Python and Julia Packages for Consensus-Based
Interacting Particle Methods
Rafael Bailo, Alethea Barbaro, Susana N. Gomes, Konstantin Riedl, Tim Roith, Claudia Totzeck and Urbain Vaes Journal of Open Source Software 9(98) 6611 (2024) https://doi.org/10.21105/joss.06611
Consensus-based optimization for multi-objective problems: a multi-swarm approach
Kinetic-based optimization enhanced by genetic dynamics
Giacomo Albi, Federica Ferrarese and Claudia Totzeck Mathematical Models and Methods in Applied Sciences 33(14) 2905 (2023) https://doi.org/10.1142/S0218202523500641
Reproducing kernel Hilbert spaces in the mean field limit
Christian Fiedler, Michael Herty, Michael Rom, Chiara Segala and Sebastian Trimpe Kinetic and Related Models (2023) https://doi.org/10.3934/krm.2023010
Consensus-based optimization via jump-diffusion stochastic differential equations
Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
Claudia Schillings, Claudia Totzeck and Philipp Wacker SIAM/ASA Journal on Uncertainty Quantification 11(3) 757 (2023) https://doi.org/10.1137/22M1533281
Global Optimization via Schrödinger–Föllmer Diffusion
Yin Dai, Yuling Jiao, Lican Kang, Xiliang Lu and Jerry Zhijian Yang SIAM Journal on Control and Optimization 61(5) 2953 (2023) https://doi.org/10.1137/22M1477738
An Eikonal Equation with Vanishing Lagrangian Arising in Global Optimization
Collective behaviors of stochastic agent-based models and applications to finance and optimization
Dongnam Ko, Seung-Yeal Ha, Euntaek Lee and Woojoo Shim Mathematical Models and Methods in Applied Sciences 33(07) 1373 (2023) https://doi.org/10.1142/S021820252350032X
Stochastic consensus dynamics for nonconvex optimization on the Stiefel manifold: Mean-field limit and convergence
Seung-Yeal Ha, Myeongju Kang, Dohyun Kim, Jeongho Kim and Insoon Yang Mathematical Models and Methods in Applied Sciences 32(03) 533 (2022) https://doi.org/10.1142/S0218202522500130
Aggregation and disaggregation of active particles on the unit sphere with time-dependent frequencies