Convergence-Optimal Quantizer Design of Distributed Contraction-based Iterative Algorithms with Quantized Message Passing

Abstract: In this paper, we study the convergence behavior of distributed iterative algorithms with quantized message passing. We first introduce general iterative function evaluation algorithms for solving fixed point problems distributively. We then analyze the convergence of the distributed algorithms, e.g. Jacobi scheme and Gauss-Seidel scheme, under the quantized message passing. Based on the closed-form convergence performance derived, we propose two quantizer designs, namely the time invariant convergence-optimal quantizer (TICOQ) and the time varying convergence-optimal quantizer (TVCOQ), to minimize the effect of the quantization error on the convergence. We also study the tradeoff between the convergence error and message passing overhead for both TICOQ and TVCOQ. As an example, we apply the TICOQ and TVCOQ designs to the iterative waterfilling algorithm of MIMO interference game.