Tight bounds on the convergence rate of generalized ratio consensus algorithms
From MaRDI portal
Publication:6313360
DOI10.1109/TAC.2021.3067629arXiv1901.11374MaRDI QIDQ6313360FDOQ6313360
Balázs Gerencsér, László Gerencsér
Publication date: 31 January 2019
Abstract: The problems discussed in this paper are motivated by general ratio consensus algorithms, introduced by Kempe, Dobra, and Gehrke (2003) in a simple form as the push-sum algorithm, later extended by B'en'ezit et al. (2010) under the name weighted gossip algorithm. We consider a communication protocol described by a strictly stationary, ergodic, sequentially primitive sequence of non-negative matrices, applied iteratively to a pair of fixed initial vectors, the components of which are called values and weights defined at the nodes of a network. The subject of ratio consensus problems is to study the asymptotic properties of ratios of values and weights at each node, expecting convergence to the same limit for all nodes. The main results of the paper provide upper bounds for the rate of the almost sure exponential convergence in terms of the spectral gap associated with the given sequence of random matrices. It will be shown that these upper bounds are sharp. Our results complement previous results of Picci and Taylor (2013) and Iutzeler, Ciblat and Hachem (2013).
This page was built for publication: Tight bounds on the convergence rate of generalized ratio consensus algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6313360)
