Distributed Weight Selection in Consensus Protocols by Schatten Norm Minimization

DOI10.1109/TAC.2014.2352773MaRDI QIDQ2982744zbMATH OpenOpenAlexFDO

Authors Mahmoud El Chamie, Giovanni Neglia, Konstantin Avrachenkov

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.4099

Mathematics Subject Classification ID

Network protocols (68M12) Distributed algorithms (68W15) Applications of mathematical programming (90C90)

Abstract: In average consensus protocols, nodes in a network perform an iterative weighted average of their estimates and those of their neighbors. The protocol converges to the average of initial estimates of all nodes found in the network. The speed of convergence of average consensus protocols depends on the weights selected on links (to neighbors). We address in this paper how to select the weights in a given network in order to have a fast speed of convergence for these protocols. We approximate the problem of optimal weight selection by the minimization of the Schatten p-norm of a matrix with some constraints related to the connectivity of the underlying network. We then provide a totally distributed gradient method to solve the Schatten norm optimization problem. By tuning the parameter p in our proposed minimization, we can simply trade-off the quality of the solution (i.e. the speed of convergence) for communication/computation requirements (in terms of number of messages exchanged and volume of data processed). Simulation results show that our approach provides very good performance already for values of p that only needs limited information exchange. The weight optimization iterative procedure can also run in parallel with the consensus protocol and form a joint consensus-optimization procedure.

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Cited in

(2)

• Safe Metropolis-Hastings algorithm and its application to swarm control
• Distributed computation of fast consensus weights using ADMM

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