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Consensus-based optimization

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FKTW03 - Frontiers in kinetic equations for plasmas and collective behaviour

Consensus-based optimization combines ideas from swarming and opinion formation to minimize cost functions. A central role plays an weighted average which is used to transport information through the swarm. During the modeling process it was taken care that  the dynamic and in particular the weighted average allows to pass to the mean-field limit. In fact, using the kinetic equation and certain assumptions on the cost function, it is possible to prove consensus formation near the global minimizer. The talk is mainly based on joint work with José Antonio Carrillo, Young-Pil Choi, René Pinnau, Stephan Martin and Oliver Tse.

This talk is part of the Isaac Newton Institute Seminar Series series.

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