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arXiv · 2109.04890

One dimensional consensus based algorithm for non-convex optimization

Young-Pil Choi·Dowan Koo
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Abstract

We analyze the consensus based optimization method proposed by Pinnau et al.(2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our analysis covers general objective functions; we do not require any structural assumption on the objective function.

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Young-Pil Choi, Dowan Koo. 2021-09-10. One dimensional consensus based algorithm for non-convex optimization. https://arxiv.org/abs/2109.04890

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