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Title: A randomized gossip consensus algorithm on convex metric spaces
Authors: Matei, Ion
Somarakis, Christoforos
Baras, John
Type: Technical Report
Keywords: convex metric spaces
random processes
gossip algorithm
Issue Date: 20-Feb-2012
Series/Report no.: TR_2012-02
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. We study the convergence properties of the algorithm using stochastic differential equations theory. We show that the dynamics of the distances between the states of the agents can be upper bounded by the dynamics of a stochastic differential equation driven by Poisson counters. In addition, we introduce instances of the generalized consensus algorithm for several examples of convex metric spaces together with numerical simulations.
Appears in Collections:Institute for Systems Research Technical Reports

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