Consensus optimization on manifolds
Sarlette, Alain ; Sepulchre, Rodolphe
arXiv, 0811.4275 / Harvested from arXiv
The present paper considers distributed consensus algorithms that involve N agents evolving on a connected compact homogeneous manifold. The agents track no external reference and communicate their relative state according to a communication graph. The consensus problem is formulated in terms of the extrema of a cost function. This leads to efficient gradient algorithms to synchronize (i.e. maximizing the consensus) or balance (i.e. minimizing the consensus) the agents; a convenient adaptation of the gradient algorithms is used when the communication graph is directed and time-varying. The cost function is linked to a specific centroid definition on manifolds, introduced here as the induced arithmetic mean, that is easily computable in closed form and may be of independent interest for a number of manifolds. The special orthogonal group SO(n) and the Grassmann manifold Gr(p,n) are treated as original examples. A link is also drawn with the many existing results on the circle.
Publié le : 2008-11-26
Classification:  Mathematics - Optimization and Control,  Mathematics - Differential Geometry
@article{0811.4275,
     author = {Sarlette, Alain and Sepulchre, Rodolphe},
     title = {Consensus optimization on manifolds},
     journal = {arXiv},
     volume = {2008},
     number = {0},
     year = {2008},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0811.4275}
}
Sarlette, Alain; Sepulchre, Rodolphe. Consensus optimization on manifolds. arXiv, Tome 2008 (2008) no. 0, . http://gdmltest.u-ga.fr/item/0811.4275/