Differentially Private Distributed Constrained Optimization

DOI10.1109/TAC.2016.2541298zbMATH Open1359.90167arXiv1411.4105MaRDI QIDQ2979264FDOQ2979264

Authors: Shuo Han, Ufuk Topcu, George Pappas 

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: Many resource allocation problems can be formulated as an optimization problem whose constraints contain sensitive information about participating users. This paper concerns solving this kind of optimization problem in a distributed manner while protecting the privacy of user information. Without privacy considerations, existing distributed algorithms normally consist in a central entity computing and broadcasting certain public coordination signals to participating users. However, the coordination signals often depend on user information, so that an adversary who has access to the coordination signals can potentially decode information on individual users and put user privacy at risk. We present a distributed optimization algorithm that preserves differential privacy, which is a strong notion that guarantees user privacy regardless of any auxiliary information an adversary may have. The algorithm achieves privacy by perturbing the public signals with additive noise, whose magnitude is determined by the sensitivity of the projection operation onto user-specified constraints. By viewing the differentially private algorithm as an implementation of stochastic gradient descent, we are able to derive a bound for the suboptimality of the algorithm. We illustrate the implementation of our algorithm via a case study of electric vehicle charging. Specifically, we derive the sensitivity and present numerical simulations for the algorithm. Through numerical simulations, we are able to investigate various aspects of the algorithm when being used in practice, including the choice of step size, number of iterations, and the trade-off between privacy level and suboptimality.

Full work available at URL: https://arxiv.org/abs/1411.4105

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Data encryption (aspects in computer science) (68P25)

Cited In (26)

• Differentially private distributed optimization for multi-agent systems via the augmented Lagrangian algorithm
• Decentralized Stochastic Optimization With Inherent Privacy Protection
• Modular control under privacy protection: fundamental trade-offs
• Differentially private average consensus with improved accuracy-privacy trade-off
• Utility optimization of federated learning with differential privacy
• Differential privacy for symbolic systems with application to Markov chains
• Distributed differentially private average consensus for multi-agent networks by additive functional Laplace noise
• Differentially private distributed logistic regression with the objective function perturbation
• Dynamics based privacy preservation in decentralized optimization
• On privacy vs. cooperation in multi-agent systems
• A gradient‐free distributed optimization method for convex sum of nonconvex cost functions
• Differentially private resilient distributed cooperative online estimation over digraphs
• Differentially private distributed algorithms for stochastic aggregative games
• Mechanism design for demand management in energy communities
• Differentially private distributed online learning over time‐varying digraphs via dual averaging
• Hierarchical distributed optimization of constraint-coupled convex and mixed-integer programs using approximations of the dual function
• Differential initial-value privacy and observability of linear dynamical systems
• Enhancement of opacity for distributed state estimation in cyber-physical systems
• Distributed dynamic online learning with differential privacy via path-length measurement
• Differentially Private Distributed Learning
• Quadratic Error Minimization in a Distributed Environment with Privacy Preserving
• Differentially private distributed parameter estimation
• Ensuring privacy with constrained additive noise by minimizing Fisher information
• Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization over Random Networks with Imperfect Communications
• Privacy preserving distributed optimization using homomorphic encryption
• Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables

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