Title :
A Generalized Gossip Algorithm on Convex Metric Spaces
Author :
Matei, Ion ; Somarakis, Christoforos ; Baras, John S.
Author_Institution :
Syst. Sci. Lab., Palo Alto Res. Center, Palo Alto, CA, USA
Abstract :
A consensus problem consists of a group of dynamic agents who seek to agree upon certain quantities of interest. This problem can be generalized in the context of convex metric spaces that extend the standard notion of convexity. In this paper we introduce and analyze a randomized gossip algorithm for solving the generalized consensus problem on convex metric spaces, where the communication between agents is controlled by a set of Poisson counters. We study the convergence properties of the algorithm using stochastic calculus. In particular, we show that the distances between the states of the agents converge to zero with probability one and in the rth mean sense. In the special case of complete connectivity and uniform Poisson counters, we give upper bounds on the dynamics of the first and second moments of the distances between the states of the agents. In addition, we introduce instances of the generalized consensus algorithm for several examples of convex metric spaces together with numerical simulations.
Keywords :
calculus; convergence of numerical methods; stochastic processes; Poisson counters; convergence properties; convex metric spaces; dynamic agents; first moments; generalized consensus problem; generalized gossip algorithm; numerical simulations; randomized gossip algorithm; second moments; standard notion; stochastic calculus; Aerospace electronics; Convergence; Extraterrestrial measurements; Heuristic algorithms; Nickel; Radiation detectors; Consensus; convex metric spaces; gossip algorithms; stochastic differential equations;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2014.2362989