Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Parallel sequential Monte Carlo for stochastic gradient-free nonconvex
  optimization   We introduce and analyze a parallel sequential Monte Carlo methodology for
the numerical solution of optimization problems that involve the minimization
of a cost function that consists of the sum of many individual components. The
proposed scheme is a stochastic zeroth order optimization algorithm which
demands only the capability to evaluate small subsets of components of the cost
function. It can be depicted as a bank of samplers that generate particle
approximations of several sequences of probability measures. These measures are
constructed in such a way that they have associated probability density
functions whose global maxima coincide with the global minima of the original
cost function. The algorithm selects the best performing sampler and uses it to
approximate a global minimum of the cost function. We prove analytically that
the resulting estimator converges to a global minimum of the cost function
almost surely and provide explicit convergence rates in terms of the number of
generated Monte Carlo samples and the dimension of the search space. We show,
by way of numerical examples, that the algorithm can tackle cost functions with
multiple minima or with broad "flat" regions which are hard to minimize using
gradient-based techniques.

34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
4
The categories of this paper are: cond-mat
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
17
The categories of this paper are: q-fin
14
The categories of this paper are: math-ph
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
13
The categories of this paper are: quant-ph
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
29
The categories of this paper are: funct-an
27
The categories of this paper are: comp-gas