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arXiv · 2411.03986

Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization

Hui Huang·Hicham Kouhkouh
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Abstract

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 $\kappa \in (0,1)$. 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.

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Hui Huang, Hicham Kouhkouh. 2024-11-06. Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization. https://arxiv.org/abs/2411.03986

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