自我互动的 CBO：存在性、唯一性和长期趋同性

IF 2.9 2区数学 Q1 MATHEMATICS, APPLIED Applied Mathematics Letters Pub Date : 2024-11-06 DOI:10.1016/j.aml.2024.109372

Hui Huang, Hicham Kouhkouh

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引用次数: 0

摘要

本文介绍了一种模仿标准共识优化（CBO）模型的自相互作用动力学。研究表明，这种单粒子动力学会收敛到一个独特的不变度量，该度量近似于给定函数的全局最小值。作为应用，C. Totzeck 和 M.-T. Wolfram 介绍了它与 CBO 与 Personal Best 的联系（Math.Wolfram (Math. Biosci. Eng., 2020)提出的CBO与Personal Best的联系。

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Self-interacting CBO: Existence, uniqueness, and long-time convergence

A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given function. As an application, its connection to CBO with Personal Best introduced by C. Totzeck and M.-T. Wolfram (Math. Biosci. Eng., 2020) has been established.

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来源期刊

Applied Mathematics Letters 数学-应用数学

CiteScore

7.70

自引率

5.40%

发文量

347

审稿时长

10 days

期刊介绍： The purpose of Applied Mathematics Letters is to provide a means of rapid publication for important but brief applied mathematical papers. The brief descriptions of any work involving a novel application or utilization of mathematics, or a development in the methodology of applied mathematics is a potential contribution for this journal. This journal''s focus is on applied mathematics topics based on differential equations and linear algebra. Priority will be given to submissions that are likely to appeal to a wide audience.