Convergence speed in distributed consensus and averaging

Author(s)
Olshevsky, Alexander; Tsitsiklis, John N.
Thumbnail
DownloadPublished version (325.3Kb)
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.
Metadata
Show full item record
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. ©2011
Date issued
2011-11
URI
https://hdl.handle.net/1721.1/124799
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Journal
SIAM review
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Citation
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)
Version: Final published version
ISSN
1095-7200
0036-1445
Collections