Abstract
Recently a continuous description of particle swarm optimization (PSO) based on a system of stochastic differential equations was proposed by Grassi and Pareschi in [Math. Models Methods Appl. Sci., 31 (2021), pp. 1625--1657] where the authors formally showed the link between PSO and the consensus-based optimization (CBO) through the zero-inertia limit. This paper is devoted to solving this theoretical open problem proposed in [S. Grassi and L. Pareschi, Math. Methods Appl. Sci., 31 (2021), pp. 1625--1657] by providing a rigorous derivation of CBO from PSO through the limit of zero inertia, and a quantified convergence rate is obtained as well. The proofs are based on a probabilistic approach by investigating both the weak and strong convergence of the corresponding stochastic differential equations of Mckean type in the continuous path space and the results are illustrated with some numerical examples.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
