Distributed Optimization on Riemannian Manifolds for multi-agent networks
Suhail M. Shah · arXiv (Cornell University) · 2017
We consider the consensual distributed optimization problem in the Riemannian context. Specifically, the minimization of a sum of functions form is studied where each individual function in the sum is located at the node of a network. An algorithm, which is a direct generalization of the Euclidean case, to solve the problem is proposed. The convergence analysis is carried out in full detail for geodesically convex as well as non-convex functions. The algorithm is demonstrated using some standard applications which fit the presented framework.