Order-Optimal Consensus Through Randomized Path Averaging
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.