Consensus-based global optimization with personal best.

In this paper we propose a variant of a consensus-based global optimization (CBO) method that uses personal best information in order to compute the global minimum of a non-convex, locally Lipschitz continuous function. The proposed approach is motivated by the original particle swarming algorithms, in which particles adjust their position with respect to the personal best, the current global best, and some additive noise. The personal best information along an individual trajectory is included with the help of a weighted mean.