Colloquium: Eitan Tadmor, University of Maryland, Swarm-Based Random Descent Method for Non-Convex Optimization
SAS 4201We 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…