Convergence speed in distributed consensus and averaging

Alex Olshevsky, John N. Tsitsiklis

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)33-55
Number of pages23
JournalSIAM Journal on Control and Optimization
Volume48
Issue number1
DOIs
StatePublished - 2009

Keywords

  • Consensus algorithms
  • Cooperative control
  • Distributed averaging

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics

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