Convergence speed in distributed consensus and averaging
Name
Olshevsky+JNT-convergence.pdf
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248.55 KB
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Adobe PDF
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1863511bed542abbc847caa58b867ccd
Author(s)
Olshevsky, Alexander
Tsitsiklis, John N.
Date Issued
February 2009
Journal
SIAM Journal on Control and Optimization
Publisher
Society for Industrial and Applied Mathematics
Citation
Olshevsky, Alex, and John N. Tsitsiklis. “Convergence Speed in Distributed Consensus and Averaging.” SIAM Journal on Control and Optimization 48.1 (2009): 33-55.
Version
Author's final manuscript
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.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Terms of Use
Attribution-Noncommercial-Share Alike 3.0 Unported
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DOI of Published Version
http://dx.doi.org/10.1137/060678324
