dynamics

This module implements algorithms for optimization and sampling for consensus based particles systems as proposed in [1].

The base class ParticleDynamic implements functionality that is common to particle based iterative methods. The class CBXDynamic inherits from ParticleDynamic and implements functionality that is specific to consensus based schemes. The following dynamics are implemented:

ParticleDynamic	The base particle dynamic class
CBXDynamic	The base class for consensus based dynamics
CBO	Consensus-based optimization (CBO) class
CBOMemory	Consensus-based optimization with memory effects (CBOMemory) class
CBS
PSO	Particle Swarm Optimization class
PolarCBO	This class implements the PolarCBO algorithm as proposed in [1].

References

[1] (1,2)

Pinnau, R., Totzeck, C., Tse, O., & Martin, S. (2017). A consensus-based model for global optimization and its mean-field limit. Mathematical Models and Methods in Applied Sciences, 27(01), 183-204.