In this work we present a new framework for the analysis and design of randomized gossip algorithms for solving the average consensus problem. We show how classical randomized iterative methods for solving linear systems can be interpreted as gossip algorithms when applied to special systems encoding the underlying network and explain in detail their decentralized nature. Our general framework recovers a comprehensive array of well-known gossip algorithms as special cases, including the pairwise randomized gossip algorithm and path averaging gossip, and allows for the development of provably faster variants. The flexibility of the new approach enables the design of a number of new specific gossip methods. For instance, we propose and analyze novel block and the first provably accelerated randomized gossip protocols, and dual randomized gossip algorithms. From a numerical analysis viewpoint, our work is the first that explores in depth the decentralized nature of randomized iterative methods for linear systems and proposes them as methods for solving the average consensus problem. We evaluate the performance of the proposed gossip protocols by performing extensive experimental testing on typical wireless network topologies.
Gossip algorithms have recently received significant attention, mainly because they constitute simple and robust message-passing schemes for distributed information processing over networks. However, for many topologies that are realistic for wireless ad-hoc and sensor networks (like grids and random geometric graphs), the standard nearest-neighbor gossip converges as slowly as flooding (O(n2) messages). A recently proposed algorithm called geographic gossip improves gossip efficiency by a √n factor, by exploiting geographic information to enable multihop long-distance communications. This paper proves that a variation of geographic gossip that averages along routed paths, improves efficiency by an additional √n factor, and is order optimal (O(n) messages) for grids and random geometric graphs with high probability. We develop a general technique (travel agency method) based on Markov chain mixing time inequalities which can give bounds on the performance of randomized message-passing algorithms operating over various graph topologies. Motivated by applications to wireless sensor, peer-to-peer, and ad hoc networks, we study distributed broadcasting algorithms for exchanging information and computing in an arbitrarily connected network of nodes. Specifically, we study a broadcasting-based gossiping algorithm to compute the (possibly weighted) average of the initial measurements of the nodes at every node in the network. We show that the broadcast gossip algorithm converges almost surely to a consensus. We prove that the random consensus value is, in expectation, the average of initial node measurements and that it can be made arbitrarily close to this value in mean squared error sense, under a balanced connectivity model and by trading off convergence speed with accuracy of the computation. We provide theoretical and numerical results on the mean square error performance, on the convergence rate and study the effect of the ldquomixing parameterrdquo on the convergence rate of the broadcast gossip algorithm. The results indicate that the mean squared error strictly decreases through iterations until the consensus is achieved. Finally, we assess and compare the communication cost of the broadcast gossip algorithm to achieve a given distance to consensus through theoretical and numerical results.