Work

Convergence Speed in Distributed Consensus and Averaging

Year: 2009

Type: article

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.

Source: SIAM Review

DOI: 10.1137/110837462

Authors: Alex Olshevsky, John N. Tsitsiklis

Institution: Massachusetts Institute of Technology

Language: English

Topic: Distributed Control Multi-Agent Systems

Subfield: Control and Systems Engineering

Field: Engineering

Domain: Physical Sciences

Open Access status: green

Funder: National Science Foundation

Awards: ITR: Decision Making, Optimization, Learning, and Adaptation in Uncertain and Dynamic Environments, ITR: COLLABORATIVE RESEARCH: -(NHS+ASE)-(dmc+int): Diagnosis and Assessment of Faults, Misbehavior and Threats in Distributed Systems and Networks