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Special CMX Seminar

Friday, December 6, 2019
4:00pm to 5:00pm
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Annenberg 213
Consensus Based Models and Applications to Global Optimization
José Antonio Carrillo, Professor, Department of Mathematics, Imperial College London,

We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which may be used for the global optimization of a function in multiple dimensions. The CBO algorithm allows for passage to the mean-field limit, which results in a nonstandard, nonlocal, degenerate parabolic partial differential equation (PDE). Exploiting tools from PDE analysis we provide convergence results that help to understand the asymptotic behavior of the SI model. We further present numerical investigations underlining the feasibility of our approach with applications to machine learning problems.

For more information, please contact Jolene Brink by phone at 6263952813 or by email at jbrink@caltech.edu or visit CMX Website.