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2010

Distributed averaging via lifted Markov chains

8 years 5 months ago
Distributed averaging via lifted Markov chains
Abstract--Motivated by applications of distributed linear estimation, distributed control, and distributed optimization, we consider the question of designing linear iterative algorithms for computing the average of numbers in a network. Specifically, our interest is in designing such an algorithm with the fastest rate of convergence given the topological constraints of the network. As the main result of this paper, we design an algorithm with the fastest possible rate of convergence using a nonreversible Markov chain on the given network graph. We construct such a Markov chain by transforming the standard Markov chain, which is obtained using the Metropolis
Kyomin Jung, Devavrat Shah, Jinwoo Shin
Added 22 May 2011
Updated 22 May 2011
Type Journal
Year 2010
Where TIT
Authors Kyomin Jung, Devavrat Shah, Jinwoo Shin
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