Distributed Asymptotic Minimization of Sequences of Convex Functions by a Broadcast Adaptive Subgradient Method
OA Location
Author(s)
Cavalcante, RLG
Rogers, A
Jennings, N
Yamada, I
Type
Journal Article
Abstract
We propose a non-hierarchical decentralized algorithm for the asymptotic minimization of possibly time-varying convex functions. In our method, each agent in a network has a private, local (possibly time-varying) cost function, and the objective is to minimize asymptotically the sum of these local functions in every agent (this problem appears in many different applications such as, among others, motion planning, acoustic source localization, and environmental modeling). The algorithm consists of two main steps. First, to improve the estimate of a minimizer, agents apply a particular version of the adaptive projected subgradient method to their local functions. Then the agents exchange and mix their estimates using a communication model based on recent results of consensus algorithms. We show formally the convergence of the resulting scheme, which reproduces as particular cases many existing methods such as gossip consensus algorithms and recent decentralized adaptive subgradient methods (which themselves include as particular cases many distributed adaptive filtering algorithms). To illustrate two possible applications, we consider the problems of acoustic source localization and environmental modeling via network gossiping with mobile agents.
Date Issued
2011-02-14
Date Acceptance
2011-02-14
Citation
IEEE Journal of Selected Topics in Signal Processing, 2011, 5 (4), pp.739-753
ISSN
1932-4553
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Start Page
739
End Page
753
Journal / Book Title
IEEE Journal of Selected Topics in Signal Processing
Volume
5
Issue
4
Copyright Statement
© 2011 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Identifier
http://eprints.soton.ac.uk/271986/
Subjects
Science & Technology
Technology
Engineering, Electrical & Electronic
Engineering
ENGINEERING, ELECTRICAL & ELECTRONIC
Adaptive projected subgradient method
decentralized estimation and detection via network gossiping
decentralized optimization via network gossiping
gossip algorithms for decentralized adaptive filtering
SENSOR NETWORKS
PROJECTION TECHNIQUES
SOURCE LOCALIZATION
CONSENSUS
ALGORITHMS
SYSTEMS
IDENTIFICATION
SUPPRESSION
Networking & Telecommunications
0906 Electrical And Electronic Engineering
Publication Status
Published