ProxiCBO is a new interacting-particle method that merges CBO with proximal gradients, establishes global convergence for finite-particle continuous dynamics, and outperforms baselines on one-bit signal recovery and single-photon lidar parameter estimation.
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ProxiCBO: A Provably Convergent Consensus-Based Method for Composite Optimization
ProxiCBO is a new interacting-particle method that merges CBO with proximal gradients, establishes global convergence for finite-particle continuous dynamics, and outperforms baselines on one-bit signal recovery and single-photon lidar parameter estimation.