Quantitative Mean-Field Limits for Recent Variants of Consensus-Based Optimization
Abstract
Consensus-based optimization (CBO) is a robust and flexible zero-order, multi-particle class of methods devised to provide provable solutions to high-dimensional global optimization problems, including truly nonconvex and/or nonsmooth cases. The algorithmic framework is grounded in a principled trade-off between stochastic exploration of the search space and deterministic contraction toward a consensus point. This thesis is concerned with three recently established variants of CBO. The δ-CBO method is similar to the classic CBO method, with the difference that the diffusion function is constant. The consensus freezing (CF) scheme can be understood as a piecewise CBO method. The overall time horizon is divided into intervals in which the consensus point is fixed. The consensus hopping (CH) scheme can be understood as a deterministic iterative scheme that jumps at each iteration to a Gaussian distribution centered at the consensus point of the previous distribution. The central contribution of this thesis is the rigorous derivation of propagation of chaos results for all three schemes. For each variant, we establish that the empirical measure of the interacting particle system converges, as the number of particles N approaches infinity, to the solution of the corresponding mean-field equation. Two regimes are treated: first, on a high-probability set on which the empirical measures are uniformly bounded; second, in the unrestricted setting, where moment bounds and a careful treatment of the inter-particle dependence yield convergence without imposing conditioning on favorable events. The propagation of chaos estimates are derived by the coupling method. Together, these results provide quantitative propagation of chaos estimates for all three CBO variants and establish that the particle systems faithfully approximate the idealized mean-field dynamics in the large-particle limit.
Related
- From Consensus-Based Optimization to Particle Swarm Optimization: Convergence Guarantees under Drift-Diffusion Coupling
- Distributed Consensus, Optimization, and Learning under Communication Constraints
- Consensus-based optimization for linearly separable functions
- Accelerated Consensus and Decentralized Optimization over Slowly Varying Networks
- Non-Coherent Over-the-Air Distributed Consensus: Algorithm Design and Power Control Optimization
BibTeX
@misc{haug2026quantitative,
title = {{Quantitative Mean-Field Limits for Recent Variants of Consensus-Based Optimization}},
author = {Konstantin Haug},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.02901},
eprint = {2610.02901},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.02901},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Quantitative Mean-Field Limits for Recent Variants of Consensus-Based Optimization
AU - Konstantin Haug
PY - 2026
DA - 2026/10/14
PB - arXiv
DO - 10.48550/arxiv.2610.02901
UR - https://arxiv.org/abs/2610.02901
AB - Consensus-based optimization (CBO) is a robust and flexible zero-order, multi-particle class of methods devised to provide provable solutions to high-dimensional global optimization problems, including truly nonconvex and/or nonsmooth cases. The algorithmic framework is grounded in a principled trade-off between stochastic exploration of the search space and deterministic contraction toward a consensus point. This thesis is concerned with three recently established variants of CBO. The δ-CBO method is similar to the classic CBO method, with the difference that the diffusion function is constant. The consensus freezing (CF) scheme can be understood as a piecewise CBO method. The overall time horizon is divided into intervals in which the consensus point is fixed. The consensus hopping (CH) scheme can be understood as a deterministic iterative scheme that jumps at each iteration to a Gaussian distribution centered at the consensus point of the previous distribution. The central contribution of this thesis is the rigorous derivation of propagation of chaos results for all three schemes. For each variant, we establish that the empirical measure of the interacting particle system converges, as the number of particles N approaches infinity, to the solution of the corresponding mean-field equation. Two regimes are treated: first, on a high-probability set on which the empirical measures are uniformly bounded; second, in the unrestricted setting, where moment bounds and a careful treatment of the inter-particle dependence yield convergence without imposing conditioning on favorable events. The propagation of chaos estimates are derived by the coupling method. Together, these results provide quantitative propagation of chaos estimates for all three CBO variants and establish that the particle systems faithfully approximate the idealized mean-field dynamics in the large-particle limit.
ER -