Learning in diffusion networks with an adaptive projected subgradient method

We present an algorithm that minimizes asymptotically a sequence of non-negative convex functions over diffusion networks. To account for possible node failures, position changes, and/or reachability problems (because of moving obstacles, jammers, etc), the algorithm can cope with dynamic networks and cost functions, a desirable feature for online algorithms where information arrives sequentially. Many projection-based algorithms can be straightforwardly extended to diffusion networks with the proposed scheme. We use the acoustic source localization problem in sensor networks as an example of a possible application.