Journal article

Optimization Methods on Riemannian Manifolds via Extremum Seeking Algorithms

P Dower, Dragan Nesic, Farzin TARINGOO, Ying Tan

SIAM Journal on Control and Optimization | Society for Industrial and Applied Mathematics | Published : 2018

Abstract

This paper formulates the problem of extremum seeking for optimization of cost function defined on Riemannian manifolds. We extend the conventional extremum seeking algorithms for optimization problems in Euclidean spaces to optimization of cost functions defined on smooth Riemannian manifolds. This problem falls within the category of online optimization methods. We introduce the notion of geodesic dithers, which is a perturbation of the optimizing trajectory in the tangent bundle of the ambient state manifolds, and obtain the extremum seeking closed loop as a perturbation of the averaged gradient system. The main results are obtained by applying closeness of solutions and averaging theory ..

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