Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form

Alejandro D. Dominguez-Garcia; Christoforos N. Hadjicostis

doi:10.1109/CDC.2014.7039890

Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form

Alejandro D. Dominguez-Garcia, Christoforos N. Hadjicostis

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

Motivated by matrix scaling applications and, more recently, distributed averaging previous work has considered settings where the interconnections between components in a distributed system are captured by a strongly connected directed graph (digraph) and each component aims to assign assigning weights on its outgoing edges (based on the weights on its incoming edges) so that the corresponding set of weights forms a doubly stochastic matrix. In particular, it has been shown that the system components can obtain a set of weights that form a doubly stochastic matrix via a variety of distributed algorithms. In this paper, we establish that the convergence rate of one such distributed algorithm is linear with rate between zero and one.

Original language	English (US)
Title of host publication	53rd IEEE Conference on Decision and Control,CDC 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	3240-3245
Number of pages	6
Edition	February
ISBN (Electronic)	9781479977468
DOIs	https://doi.org/10.1109/CDC.2014.7039890
State	Published - 2014
Event	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States Duration: Dec 15 2014 → Dec 17 2014

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Number	February
Volume	2015-February
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/Territory	United States
City	Los Angeles
Period	12/15/14 → 12/17/14

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Online availability

10.1109/CDC.2014.7039890

Library availability

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Dominguez-Garcia, A. D., & Hadjicostis, C. N. (2014). Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form. In 53rd IEEE Conference on Decision and Control,CDC 2014 (February ed., pp. 3240-3245). Article 7039890 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2014.7039890

Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form. / Dominguez-Garcia, Alejandro D.; Hadjicostis, Christoforos N.
53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. p. 3240-3245 7039890 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2015-February, No. February).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Dominguez-Garcia, AD & Hadjicostis, CN 2014, Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form. in 53rd IEEE Conference on Decision and Control,CDC 2014. February edn, 7039890, Proceedings of the IEEE Conference on Decision and Control, no. February, vol. 2015-February, Institute of Electrical and Electronics Engineers Inc., pp. 3240-3245, 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 12/15/14. https://doi.org/10.1109/CDC.2014.7039890

Dominguez-Garcia AD, Hadjicostis CN. Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form. In 53rd IEEE Conference on Decision and Control,CDC 2014. February ed. Institute of Electrical and Electronics Engineers Inc. 2014. p. 3240-3245. 7039890. (Proceedings of the IEEE Conference on Decision and Control; February). doi: 10.1109/CDC.2014.7039890

Dominguez-Garcia, Alejandro D. ; Hadjicostis, Christoforos N. / Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form. 53rd IEEE Conference on Decision and Control,CDC 2014. February. ed. Institute of Electrical and Electronics Engineers Inc., 2014. pp. 3240-3245 (Proceedings of the IEEE Conference on Decision and Control; February).

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Convergence rate of a distributed algorithm for matrix scaling to doubly stochastic form

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