Regularity and positivity of solutions of the Consensus-Based Optimization equation: unconditional global convergence

Abstract

Introduced in 2017 \cite{B1-pinnau2017consensus}, Consensus-Based Optimization (CBO) has rapidly emerged as a significant breakthrough in global optimization. This straightforward yet powerful multi-particle, zero-order optimization method draws inspiration from Simulated Annealing and Particle Swarm Optimization. Using a quantitative mean-field approximation, CBO dynamics can be described by a nonlinear Fokker-Planck equation with degenerate diffusion, which does not follow a gradient flow structure. In this paper, we demonstrate that solutions to the CBO equation remain positive and maintain full support. Building on this foundation, we establish the {\it unconditional} global convergence of CBO methods to global minimizers. Our results are derived through an analysis of solution regularity and the proof of existence for smooth, classical solutions to a broader class of drift-diffusion equations, despite the challenges posed by degenerate diffusion.