We are interested in assigning a pre-specified number of nodes as leaders in
order to minimize the mean-square deviation from consensus in stochastically
forced networks. This problem arises in several applications including control
of vehicular formations and localization in sensor networks. For networks with
leaders subject to noise, we show that the Boolean constraints (a node is
either a leader or it is not) are the only source of nonconvexity. By relaxing
these constraints to their convex hull we obtain a lower bound on the global
optimal value. We also use a simple but efficient greedy algorithm to identify
leaders and to compute an upper bound. For networks with leaders that perfectly
follow their desired trajectories, we identify an additional source of
nonconvexity in the form of a rank constraint. Removal of the rank constraint
and relaxation of the Boolean constraints yields a semidefinite program for
which we develop a customized algorithm well-suited for large networks. Several
examples ranging from regular lattices to random graphs are provided to
illustrate the effectiveness of the developed algorithms.Comment: Submitted to IEEE Transactions on Automatic Contro