658	RWTH Publication No: 984759        2024
TITLE	Consensus-based algorithms for stochastic optimization problems
AUTHORS	Sabrina Bonandin, Michael Herty
ABSTRACT	We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on the search space are developed. The resulting methods are mathematically analyzed using a mean-field approximation and their connection is established. Several numerical experiments show the validity of the proposed algorithms and investigate their rates of convergence.
KEYWORDS	mean-field limit, particle swarm optimization, random optimization problems