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One dimensional consensus based algorithm for non-convex optimization
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2021-09-16 , DOI: 10.1016/j.aml.2021.107658 Young-Pil Choi 1 , Dowan Koo 1
中文翻译:
基于一维共识的非凸优化算法
更新日期:2021-09-28
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2021-09-16 , DOI: 10.1016/j.aml.2021.107658 Young-Pil Choi 1 , Dowan Koo 1
Affiliation
We analyze the consensus based optimization method proposed in 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.
中文翻译:
基于一维共识的非凸优化算法
我们分析了 Pinnau 等人提出的基于共识的优化方法。(2017) 在一维。我们严格提供给定目标函数的共识点和全局最小值之间的定量误差估计。我们的分析涵盖了一般目标函数;我们不需要对目标函数进行任何结构性假设。