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On Distributed Averaging Algorithms and Quantization Effects

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Author(s)
Tsitsiklis, John N.
•
Ozdaglar, Asuman E.
•
Olshevsky, Alexander
•
Nedic, Angelia
Date Issued
October 2009
Journal
IEEE Transactions on Automatic Control
Publisher
Institute of Electrical and Electronics Engineers
Citation
Nedic, A. et al. “On Distributed Averaging Algorithms and Quantization Effects.” Automatic Control, IEEE Transactions on 54.11 (2009): 2506-2517. © 2009 IEEE
Version
Final published version
Abstract
We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of performance when only quantized information is available. We study a large and natural class of averaging algorithms, which includes the vast majority of algorithms proposed to date, and provide tight polynomial bounds on their convergence time. We also describe an algorithm within this class whose convergence time is the best among currently available averaging algorithms for time-varying topologies. We then propose and analyze distributed averaging algorithms under the additional constraint that agents can only store and communicate quantized information, so that they can only converge to the average of the initial values of the agents within some error. We establish bounds on the error and tight bounds on the convergence time, as a function of the number of quantization levels.
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
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
http://hdl.handle.net/1721.1/53586
DOI of Published Version
http://dx.doi.org/10.1109/tac.2009.2031203
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