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Consensus-based optimization with $\alpha$-stable jump processes

math.OC · 2026-04-07 · unverdicted · novelty 7.0

A novel consensus-based optimization algorithm with α-stable jumps is formulated at the particle level, yielding a fractional Fokker-Planck equation, a rigorous convergence proof, and improved numerical performance over diffusion-based methods.

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  • Consensus-based optimization with $\alpha$-stable jump processes math.OC · 2026-04-07 · unverdicted · none · ref 26

    A novel consensus-based optimization algorithm with α-stable jumps is formulated at the particle level, yielding a fractional Fokker-Planck equation, a rigorous convergence proof, and improved numerical performance over diffusion-based methods.