Convergence Speed in Distributed Consensus and Averaging

被引：72
|
作者：
Olshevsky, Alex [1 ]
Tsitsiklis, John N. [2 ]
机构：
[1] Princeton Univ, Dept Mech & Aerosp Engn, Princeton, NJ 08544 USA
[2] MIT, Informat & Decis Syst Lab, Cambridge, MA 02139 USA
来源：
SIAM REVIEW | 2011年 / 53卷 / 04期
基金：
美国国家科学基金会;
关键词：
consensus algorithms; distributed averaging; cooperative control; DYNAMICALLY CHANGING ENVIRONMENT; NETWORKS; COVERAGE; AGENTS;
D O I：
10.1137/110837462
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：747 / 772
页数：26
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