WebSep 19, 2024 · We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2024], which is a gradient-free optimization method for general non-convex functions. We first replace the isotropic geometric Brownian motion by the component … Weboptimization, also known as mathematical programming, collection of mathematical principles and methods used for solving quantitative problems in many disciplines, …
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