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Colloquium: Eitan Tadmor, University of Maryland, Swarm-Based Random Descent Method for Non-Convex Optimization
Colloquium: Eitan Tadmor, University of Maryland, Swarm-Based Random Descent Method for Non-Convex Optimization
We introduce a Swarm-Based Random Descent (SBRD) method for non-convex optimization. The swarm consists of agents, identified with positions, x, and masses, m. There are three key aspects to the SBRD dynamics: (i) persistent transition of mass from high to lower ground; (ii) marching along the gradient descent: an m-dependent random choice of marching direction…