Special CMX Seminar

Friday December 6, 2019 4:00 PM

Consensus Based Models and Applications to Global Optimization

Speaker: José Antonio Carrillo, Department of Mathematics, Imperial College London
Location: Annenberg 213

We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which may be used for the global optimization of a function in multiple dimensions. The CBO algorithm allows for passage to the mean-field limit, which results in a nonstandard, nonlocal, degenerate parabolic partial differential equation (PDE). Exploiting tools from PDE analysis we provide convergence results that help to understand the asymptotic behavior of the SI model. We further present numerical investigations underlining the feasibility of our approach with applications to machine learning problems.

Series CMX Special Seminar Series

Contact: Jolene Brink at 6263952813 jbrink@caltech.edu
For more information visit: http://cmx.caltech.edu/