Convergence Speed in Distributed Consensus and Averaging

Convergence Speed in Distributed Consensus and Averaging
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DOI:
10.1137/110837462
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发表时间:
2011-01-01
期刊:
影响因子:
10.2
通讯作者:
Tsitsiklis, John N.
Tsitsiklis, John N.
中科院分区:
数学1区
文献类型:
--
作者:
Olshevsky, Alex;Tsitsiklis, John N.

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我们研究了共识和平均问题的分布式迭代算法的收敛速度,重点是后者。我们首先考虑固定通信拓扑的情况。我们表明,对共识算法的简单改编会导致平均算法。我们证明了各种线性,时间不变,分布式共识方法的最差案例收敛时间的下限,并提供了一种与这些下限匹配的算法。然后,我们考虑时间变化的拓扑结构,并提供多项式平均算法。
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.