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A multiscale Consensus-Based algorithm for multi-level optimization

Published in arXiv (Cornell University) • Jul 12, 2024
NobleIDNI8P91W02R69S22
Authors:
Michaël Herty
,
Yuyang Huang
,
Dante Kalise

Abstract

A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting populations of particles, each of which is used to optimize...

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