Young Researchers Workshop: Current trends in kinetic theory

Consensus-based global optimization

Claudia Totzeck

Technical University Kaiserslautern
[SLIDES]

A consensus-based model for global optimization problems is presented and the differences to some other well-known methods are discussed. We shed some light on the prospects of justifying the efficacy of the optimization algorithm in the mean-field sense. Extensions of the mean-field equation to include non-linear diffusion of porous medium type is introduced. Theoretical results on decay estimates are then underlined by numerical simulations.