Reconstruction of Directed Networks from Consensus Dynamics

This paper addresses the problem of identifying the topology of an unknown, weighted, directed network running a consensus dynamics. We propose a methodology to reconstruct the network topology from the dynamic response when the system is stimulated by a wide-sense stationary noise of unknown power spectral density. The method is based on a node-knockout, or grounding, procedure wherein the grounded node broadcasts zero without being eliminated from the network. In this direction, we measure the empirical cross-power spectral densities of the outputs between every pair of nodes for both grounded and ungrounded consensus to reconstruct the unknown topology of the network. We also establish that in the special cases of undirected or purely unidirectional networks, the reconstruction does not need grounding. Finally, we extend our results to the case of a directed network assuming a general dynamics, and prove that the developed method can detect edges and their direction.Comment: 6 page

FROST -- Fast row-stochastic optimization with uncoordinated step-sizes

In this paper, we discuss distributed optimization over directed graphs, where doubly-stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes column-stochastic weights. The formulation of column-stochastic weights requires each agent to know (at least) its out-degree, which may be impractical in e.g., broadcast-based communication protocols. In contrast, we describe FROST (Fast Row-stochastic-Optimization with uncoordinated STep-sizes), an optimization algorithm applicable to directed graphs that does not require the knowledge of out-degrees; the implementation of which is straightforward as each agent locally assigns weights to the incoming information and locally chooses a suitable step-size. We show that FROST converges linearly to the optimal solution for smooth and strongly-convex functions given that the largest step-size is positive and sufficiently small.Comment: Submitted for journal publication, currently under revie