Convergence speed in distributed consensus and averaging
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...
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | en_US |
| Publicado em: |
Society for Industrial and Applied Mathematics
2010
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| Acesso em linha: | http://hdl.handle.net/1721.1/51694 https://orcid.org/0000-0003-2658-8239 |
| _version_ | 1826190289136517120 |
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| author | Olshevsky, Alexander Tsitsiklis, John N. |
| author2 | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science |
| author_facet | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Olshevsky, Alexander Tsitsiklis, John N. |
| author_sort | Olshevsky, Alexander |
| collection | MIT |
| description | 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. |
| first_indexed | 2024-09-23T08:37:58Z |
| format | Article |
| id | mit-1721.1/51694 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T08:37:58Z |
| publishDate | 2010 |
| publisher | Society for Industrial and Applied Mathematics |
| record_format | dspace |
| spelling | mit-1721.1/516942022-09-30T10:06:01Z Convergence speed in distributed consensus and averaging Olshevsky, Alexander Tsitsiklis, John N. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Massachusetts Institute of Technology. Laboratory for Information and Decision Systems Tsitsiklis, John N. Olshevsky, Alexander Tsitsiklis, John N. 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. 2010-02-11T13:20:44Z 2010-02-11T13:20:44Z 2009-02 2006-12 Article http://purl.org/eprint/type/SubmittedJournalArticle 0363-0129 1095-7138 http://hdl.handle.net/1721.1/51694 Olshevsky, Alex, and John N. Tsitsiklis. “Convergence Speed in Distributed Consensus and Averaging.” SIAM Journal on Control and Optimization 48.1 (2009): 33-55. https://orcid.org/0000-0003-2658-8239 en_US http://dx.doi.org/10.1137/060678324 SIAM Journal on Control and Optimization Attribution-Noncommercial-Share Alike 3.0 Unported http://creativecommons.org/licenses/by-nc-sa/3.0/ application/pdf Society for Industrial and Applied Mathematics author/dept web page |
| spellingShingle | Olshevsky, Alexander Tsitsiklis, John N. Convergence speed in distributed consensus and averaging |
| title | Convergence speed in distributed consensus and averaging |
| title_full | Convergence speed in distributed consensus and averaging |
| title_fullStr | Convergence speed in distributed consensus and averaging |
| title_full_unstemmed | Convergence speed in distributed consensus and averaging |
| title_short | Convergence speed in distributed consensus and averaging |
| title_sort | convergence speed in distributed consensus and averaging |
| url | http://hdl.handle.net/1721.1/51694 https://orcid.org/0000-0003-2658-8239 |
| work_keys_str_mv | AT olshevskyalexander convergencespeedindistributedconsensusandaveraging AT tsitsiklisjohnn convergencespeedindistributedconsensusandaveraging |