The University of Southampton
University of Southampton Institutional Repository

Distributed Asymptotic Minimization of Sequences of Convex Functions by a Broadcast Adaptive Subgradient Method

Cavalcante, Renato L. G., Rogers, Alex, Jennings, Nick and Yamada, Isao (2011) Distributed Asymptotic Minimization of Sequences of Convex Functions by a Broadcast Adaptive Subgradient Method IEEE Journal of Selected Topics in Signal Processing, 5, (4), pp. 739-753.

Record type: Article


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.

PDF cavalcante_JSTSP_2011.pdf - Accepted Manuscript
Download (449kB)
PDF 05712152.pdf - Version of Record
Download (811kB)

More information

Published date: 4 February 2011
Organisations: Agents, Interactions & Complexity


Local EPrints ID: 271986
PURE UUID: 9d14d781-07e8-4604-9b88-3b59857392d3

Catalogue record

Date deposited: 08 Feb 2011 09:04
Last modified: 18 Jul 2017 06:36

Export record


Author: Renato L. G. Cavalcante
Author: Alex Rogers
Author: Nick Jennings
Author: Isao Yamada

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton:

ePrints Soton supports OAI 2.0 with a base URL of

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.