A note on the mean-field limit for the particle swarm optimization. (July 2021)
- Record Type:
- Journal Article
- Title:
- A note on the mean-field limit for the particle swarm optimization. (July 2021)
- Main Title:
- A note on the mean-field limit for the particle swarm optimization
- Authors:
- Huang, Hui
- Abstract:
- Abstract: Recently a continuous description of Particle Swarm Optimization (PSO) based on a system of stochastic differential equations was proposed in Grassi and Pareschi (2020) for solving global optimization problems. This note is devoted to solving the open problem suggested in Grassi and Pareschi (2020) by providing a rigorous proof of the large particle limit under the assumption of finite second moment.
- Is Part Of:
- Applied mathematics letters. Volume 117(2021)
- Journal:
- Applied mathematics letters
- Issue:
- Volume 117(2021)
- Issue Display:
- Volume 117, Issue 2021 (2021)
- Year:
- 2021
- Volume:
- 117
- Issue:
- 2021
- Issue Sort Value:
- 2021-0117-2021-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-07
- Subjects:
- Swarm optimization -- Propagation of chaos -- Consensus based optimization -- Laplace's principle
Applied mathematics -- Periodicals
519.05 - Journal URLs:
- http://www.sciencedirect.com/science/journal/08939659 ↗
http://www.elsevier.com/journals ↗ - DOI:
- 10.1016/j.aml.2021.107133 ↗
- Languages:
- English
- ISSNs:
- 0893-9659
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 1573.880000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 16170.xml