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...

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Bibliographic Details
Main Authors: Olshevsky, Alexander (Author), Tsitsiklis, John N. (Author)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor)
Format: Article
Language:English
Published: Society for Industrial & Applied Mathematics (SIAM), 2020-04-22T16:26:13Z.
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Online Access:Get fulltext
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100 1 0 |a Olshevsky, Alexander  |e author 
100 1 0 |a Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science  |e contributor 
100 1 0 |a Massachusetts Institute of Technology. Laboratory for Information and Decision Systems  |e contributor 
700 1 0 |a Tsitsiklis, John N.  |e author 
245 0 0 |a Convergence speed in distributed consensus and averaging 
260 |b Society for Industrial & Applied Mathematics (SIAM),   |c 2020-04-22T16:26:13Z. 
856 |z Get fulltext  |u https://hdl.handle.net/1721.1/124799 
520 |a 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 
546 |a en 
655 7 |a Article 
773 |t 10.1137/110837462 
773 |t SIAM review