Tight bounds on the convergence rate of generalized ratio consensus algorithms

Gerencsér, Balázs and Gerencsér, László (2020) Tight bounds on the convergence rate of generalized ratio consensus algorithms. IEEE TRANSACTIONS ON AUTOMATIC CONTROL. ISSN 0018-9286

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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 forthe 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).

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