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A derivative-free particle method for optimization in Hilbert spaces

math.OC · 2026-05-29 · unverdicted · novelty 6.0

A stochastic particle system is proposed in Hilbert spaces with associated mean-field limit, establishing well-posedness, consensus analysis, and convergence to the minimizer under suitable assumptions on the objective, plus a finite-particle algorithm.

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  • A derivative-free particle method for optimization in Hilbert spaces math.OC · 2026-05-29 · unverdicted · none · ref 53

    A stochastic particle system is proposed in Hilbert spaces with associated mean-field limit, establishing well-posedness, consensus analysis, and convergence to the minimizer under suitable assumptions on the objective, plus a finite-particle algorithm.