Convergence Rates in Distributed Consensus and Averaging

We propose three new algorithms for the distributed averaging and consensus problems: two for the fixed-graph case, and one for the dynamic-topology case. The convergence rates of our fixed-graph algorithms compare favorably with other known methods, while our algorithm for the dynamic-topology case is the first to be accompanied by a polynomial-time bound on the convergence time

[1]  J. Wolfowitz Products of indecomposable, aperiodic, stochastic matrices , 1963 .

[2]  M. Degroot Reaching a Consensus , 1974 .

[3]  A. Odlyzko,et al.  Bounds for eigenvalues of certain stochastic matrices , 1981 .

[4]  Sheldon M. Ross,et al.  Stochastic Processes , 2018, Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics.

[5]  John N. Tsitsiklis,et al.  Problems in decentralized decision making and computation , 1984 .

[6]  John N. Tsitsiklis,et al.  Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms , 1984, 1984 American Control Conference.

[7]  B. Bollobás The evolution of random graphs , 1984 .

[8]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[9]  Dimitri P. Bertsekas,et al.  Data Networks , 1986 .

[10]  Endre Szemerédi,et al.  On the second eigenvalue of random regular graphs , 1989, STOC '89.

[11]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[12]  George Cybenko,et al.  Dynamic Load Balancing for Distributed Memory Multiprocessors , 1989, J. Parallel Distributed Comput..

[13]  Mei Han An,et al.  accuracy and stability of numerical algorithms , 1991 .

[14]  P. Diaconis,et al.  Geometric Bounds for Eigenvalues of Markov Chains , 1991 .

[15]  Vicsek,et al.  Novel type of phase transition in a system of self-driven particles. , 1995, Physical review letters.

[16]  Diane Hernek Random walks on colored graphs: analysis and applications , 1996 .

[17]  Roy D. Yates,et al.  Probability and stochastic processes , 1998 .

[18]  George J. Pappas,et al.  Feasible formations of multi-agent systems , 2001, Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148).

[19]  P. DeMarzo,et al.  Persuasion Bias, Social Influence, and Uni-Dimensional Opinions , 2001 .

[20]  László Lovász,et al.  Random Walks on Graphs: A Survey , 1993 .

[21]  Rainer Hegselmann,et al.  Opinion dynamics and bounded confidence: models, analysis and simulation , 2002, J. Artif. Soc. Soc. Simul..

[22]  Scott Shenker,et al.  Geographic routing without location information , 2003, MobiCom '03.

[23]  Stephen P. Boyd,et al.  Fast linear iterations for distributed averaging , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[24]  Yanbin Liu,et al.  Reputation propagation and agreement in mobile ad-hoc networks , 2003, 2003 IEEE Wireless Communications and Networking, 2003. WCNC 2003..

[25]  Jie Lin,et al.  Coordination of groups of mobile autonomous agents using nearest neighbor rules , 2003, IEEE Trans. Autom. Control..

[26]  Qun Li,et al.  Global clock synchronization in sensor networks , 2006, IEEE Transactions on Computers.

[27]  Huaiqing Wang,et al.  Multi-agent coordination using nearest neighbor rules: revisiting the Vicsek model , 2004, ArXiv.

[28]  Sonia Martínez,et al.  Coverage control for mobile sensing networks , 2002, IEEE Transactions on Robotics and Automation.

[29]  Richard M. Murray,et al.  Consensus problems in networks of agents with switching topology and time-delays , 2004, IEEE Transactions on Automatic Control.

[30]  D. Angeli,et al.  Stability of leaderless multi-agent systems. Extension of a result by Moreau , 2004, math/0411338.

[31]  F. Bullo,et al.  On collective motion in sensor networks: sample problems and distributed algorithms , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[32]  M. Cao,et al.  A Lower Bound on Convergence of a Distributed Network Consensus Algorithm , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[33]  Julia K. Parrish,et al.  Extracting Interactive Control Algorithms from Group Dynamics of Schooling Fish , 2005 .

[34]  J.N. Tsitsiklis,et al.  Convergence in Multiagent Coordination, Consensus, and Flocking , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[35]  Stephen P. Boyd,et al.  Gossip algorithms: design, analysis and applications , 2005, Proceedings IEEE 24th Annual Joint Conference of the IEEE Computer and Communications Societies..

[36]  Randal W. Beard,et al.  Consensus seeking in multiagent systems under dynamically changing interaction topologies , 2005, IEEE Transactions on Automatic Control.

[37]  R.M. Murray,et al.  Distributed Averaging on Asynchronous Communication Networks , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[38]  Ming Cao,et al.  COORDINATION OF AN ASYNCHRONOUS MULTI-AGENT SYSTEM VIA AVERAGING , 2005 .

[39]  Panos J. Antsaklis,et al.  On communication requirements for multi-agent consensus seeking , 2006 .

[40]  Stephen P. Boyd,et al.  Randomized gossip algorithms , 2006, IEEE Transactions on Information Theory.

[41]  A. Dimakis,et al.  Geographic gossip: efficient aggregation for sensor networks , 2006, 2006 5th International Conference on Information Processing in Sensor Networks.

[42]  Benjamin Van Roy,et al.  Consensus Propagation , 2005, IEEE Transactions on Information Theory.

[43]  Mehran Mesbahi,et al.  On maximizing the second smallest eigenvalue of a state-dependent graph Laplacian , 2006, IEEE Transactions on Automatic Control.

[44]  V. Blondel,et al.  Convergence of different linear and non-linear Vicsek models , 2006 .

[45]  Jorge Cortés,et al.  Finite-time convergent gradient flows with applications to network consensus , 2006, Autom..

[46]  R. Carli,et al.  Average consensus on networks with transmission noise or quantization , 2007, 2007 European Control Conference (ECC).

[47]  Luca Schenato,et al.  A distributed consensus protocol for clock synchronization in wireless sensor network , 2007, 2007 46th IEEE Conference on Decision and Control.

[48]  Joao P. Hespanha,et al.  Estimation and control with relative measurements: algorithms and scaling laws , 2007 .

[49]  Reza Olfati-Saber,et al.  Consensus and Cooperation in Networked Multi-Agent Systems , 2007, Proceedings of the IEEE.

[50]  George J. Pappas,et al.  Flocking in Fixed and Switching Networks , 2007, IEEE Transactions on Automatic Control.

[51]  Panganamala Ramana Kumar,et al.  Fundamental limits on synchronization of affine clocks in networks , 2007, 2007 46th IEEE Conference on Decision and Control.

[52]  Brian D. O. Anderson,et al.  Reaching a Consensus in a Dynamically Changing Environment: Convergence Rates, Measurement Delays, and Asynchronous Events , 2008, SIAM J. Control. Optim..

[53]  Mac Schwager,et al.  Consensus learning for distributed coverage control , 2008, 2008 IEEE International Conference on Robotics and Automation.

[54]  Brian D. O. Anderson,et al.  Reaching a Consensus in a Dynamically Changing Environment: A Graphical Approach , 2008, SIAM J. Control. Optim..