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arXiv · 1701.00554

Exponential Convergence of a Distributed Algorithm for Solving Linear Algebraic Equations

Ji Liu·A. Stephen Morse·Angelia Nedich·Tamer Basar
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Abstract

In a recent paper, a distributed algorithm was proposed for solving linear algebraic equations of the form $Ax = b$ assuming that the equation has at least one solution. The equation is presumed to be solved by $m$ agents assuming that each agent knows a subset of the rows of the matrix $[A \; b]$, the current estimates of the equation's solution generated by each of its neighbors, and nothing more. Neighbor relationships are represented by a time-dependent directed graph $N(t)$ whose vertices correspond to agents and whose arcs characterize neighbor relationships. Sufficient conditions on $N(t)$ were derived under which the algorithm can cause all agents' estimates to converge exponentially fast to the same solution to $Ax = b$. These conditions were also shown to be necessary for exponential convergence, provided the data about $[A \; b]$ available to the agents is "non-redundant". The aim of this paper is to relax this "non-redundant" assumption. This is accomplished by establishing exponential convergence under conditions which are the weakest possible for the problem at hand; the conditions are based on a new notion of graph connectivity. An improved bound on the convergence rate is also derived.

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Ji Liu, A. Stephen Morse, Angelia Nedich, Tamer Basar. 2017-01-02. Exponential Convergence of a Distributed Algorithm for Solving Linear Algebraic Equations. https://arxiv.org/abs/1701.00554

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