Uniform Nonconvex Optimization via Extremum Seeking

• 成果类型: Article
• 署名作者: Mimmo, N.; Marconi, L.; Notarstefano, G.
• 署名单位: University of Bologna
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2024.3406229
• 发表日期: 2024
• 页码: 8263-8276
• 关键词: costs; cost function; trajectory; Fourier series; CONVERGENCE; stability analysis; estimation; extremum seeking (ES); Nonconvex Optimization

摘要

The article deals with a well-known extremum seeking scheme by proving uniformity properties with respect to the amplitudes of the dither signal and of the cost function. Those properties are then used to show that the scheme guarantees the global minimizer to be semiglobal practically stable despite the presence of local minima. Under the assumption of a globally Lipschitz cost function, it is shown that the scheme, improved through a high-pass filter, makes the global minimizer practically stable with a global domain of attraction.