This paper presents greedy gossip with eavesdropping (GGE), a novel randomized gossip algorithm for distributed computation of the average consensus problem. In gossip algorithms, nodes in the network randomly communicate with their neighbors and exchange information iteratively. The algorithms are simple and decentralized, making them attractive for wireless network applications. In general, gossip algorithms are robust to unreliable wireless conditions and time varying network topologies. In this paper, we introduce GGE and demonstrate that greedy updates lead to rapid convergence. We do not require nodes to have any location information. Instead, greedy updates are made possible by exploiting the broadcast nature of wireless communications. During the operation of GGE, when a node decides to gossip, instead of choosing one of its neighbors at random, it makes a greedy selection, choosing the node which has the value most different from its own. In order to make this selection, nodes need to know their neighbors' values. Therefore, we assume that all transmissions are wireless broadcasts and nodes keep track of their neighbors' values by eavesdropping on their communications. We show that the convergence of GGE is guaranteed for connected network topologies. We also study the rates of convergence and illustrate, through theoretical bounds and numerical simulations, that GGE consistently outperforms randomized gossip and performs comparably to geographic gossip on moderate-sized random geometric graph topologies.
Nedi 'c and Ozdaglar have also developed a distributed form of incremental subgradient optimization that generalizes the consensus framework @cite_13 . Our problem formulation is not as general as theirs, but with the specific formulation addressed in this paper we achieve stronger results. In particular, our cost function has a specific form and, by exploiting it, we are able to guarantee convergence to an optimal solution and obtain tight bounds on the rate of convergence as a function of the network topology.
@cite_13
2044212084
We study a distributed computation model for optimizing a sum of convex objective functions corresponding to multiple agents. For solving this (not necessarily smooth) optimization problem, we consider a subgradient method that is distributed among the agents. The method involves every agent minimizing his her own objective function while exchanging information locally with other agents in the network over a time-varying topology. We provide convergence results and convergence rate estimates for the subgradient method. Our convergence rate results explicitly characterize the tradeoff between a desired accuracy of the generated approximate optimal solutions and the number of iterations needed to achieve the accuracy.