Constrained Consensus-Based Optimization
Published in SIAM Journal on Optimization • Jan 28, 2023
NobleIDNI2P26W12R45S33
Authors:,,
Giacomo Borghi
Michael Herty
Lorenzo Pareschi
Abstract
Abstract. In this work we are interested in the construction of numerical methods for high-dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with suitable penalization techniques is introduced fo...
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