Convergence speed in distributed consensus and averaging

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Convergence speed in distributed consensus and averaging (2006)

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by Alex Olshevsky , John N. Tsitsiklis

Venue:	IN PROC. OF THE 45TH IEEE CDC
Citations:	131 - 3 self

BibTeX

@INPROCEEDINGS{Olshevsky06convergencespeed,
    author = {Alex Olshevsky and John N. Tsitsiklis},
    title = { Convergence speed in distributed consensus and averaging},
    booktitle = {IN PROC. OF THE 45TH IEEE CDC},
    year = {2006},
    publisher = {}
}

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Abstract

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a consensus algorithm leads to an averaging algorithm. We prove lower bounds on the worst-case convergence time for various classes of linear, time-invariant, distributed consensus methods, and provide an algorithm that essentially matches those lower bounds. We then consider the case of a time-varying topology, and provide a polynomial-time averaging algorithm.

Keyphrases

convergence speed distributed consensus time-varying topology worst-case convergence time simple adaptation fixed communication topology distributed iterative algorithm consensus algorithm various class polynomial-time averaging algorithm distributed consensus method

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