CBOswarm

MATLAB implementation of Consensus Based Optimization algorithms.

The repository has been created to host MATLAB code CBOswarm for a flexible implementation of Consensus-Based Optimization (CBO) algorithms. The script uses the same syntax as the popular particleswarm, implementation of Particle Swarm Optimization (PSO), from MATLAB's Global Optimization Toolbox, so that both algorithms can be used interchangeably. The algorithm corresponds to an asymptotic preserving discretization of the Stochastic Differential PSO dynamics which allows to recover both the classical PSO and the first-order CBO algorithms by accurately changing the parameters. The repository includes illustrative examples where CBOswarm is compared against particleswarm on benchmark optimization problems and on the training of a high-dimensional logistic regression model.

To use the algorithm CBOswarm, the script should be included in the globaloptim MATLAB directory.

Project: "Realizzazione di un pacchetto software per metodi di tipo consensus based optimization (CBO) e applicazioni all’apprendimento automatico" Bando di selezione n.1/2024, Dip. di Matematica e Informatica, Università di Ferrara