Convergence speed in distributed consensus and averaging
Author(s)Olshevsky, Alexander; Tsitsiklis, John N.
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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. ©2011
DepartmentMassachusetts Institute of Technology. Department of Electrical Engineering and Computer Science; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Society for Industrial & Applied Mathematics (SIAM)
Olshevsky, Alexander and John N. Tsitsiklis, "Convergence speed in distributed consensus and averaging." SIAM review 53, 4 (November 2011): p. 747-72 doi 10.1137/110837462 ©2011 Author(s)
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