Convergence speed in distributed consensus and averaging

Alex Olshevsky, John N. Tsitsiklis

Research output: Contribution to journalReview 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.

Original languageEnglish (US)
Pages (from-to)747-772
Number of pages26
JournalSIAM Review
Volume53
Issue number4
DOIs
StatePublished - Dec 1 2011

Keywords

  • Consensus algorithms
  • Cooper ative control
  • Distributed averaging

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computational Mathematics
  • Applied Mathematics

Fingerprint Dive into the research topics of 'Convergence speed in distributed consensus and averaging'. Together they form a unique fingerprint.

  • Cite this