skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: PrivOpt: an intrinsically private distributed optimization algorithm
A critical factor for expanding the adoption of networked solutions is ensuring local data privacy of in-network agents implementing a distributed algorithm. In this paper, we consider privacy preservation in the distributed optimization problem in the sense that local cost parameters should not be revealed. Current approaches to privacy preservation normally propose methods that sacrifice exact convergence or increase communication overhead. We propose PrivOpt, an intrinsically private distributed optimization algorithm that converges exponentially fast without any convergence error or using extra communication channels. We show that when the number of the parameters of the local cost is greater than the dimension of the decision variable of the problem, no malicious agent, even if it has access to all transmitted-in and -out messages in the network, can obtain local cost parameters of other agents. As an application study, we show how our proposed PrivOpt algorithm can be used to solve an optimal resource allocation problem with the guarantees that the local cost parameters of all the agents stay private.  more » « less
Award ID(s):
1653838
PAR ID:
10406242
Author(s) / Creator(s):
;
Date Published:
Journal Name:
2022 American Control Conference (ACC)
Page Range / eLocation ID:
4262 to 4267
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. This article is a study on the use of additive obfuscation signals to keep the reference values of the agents in the continuous-time Laplacian average consensus algorithm private from eavesdroppers. Obfuscation signals are perturbations that agents add to their local dynamics and their transmitted-out messages to conceal their private reference values. An eavesdropper is an agent inside or outside the network that has access to some subset of the interagent communication messages, and its knowledge set also includes the network topology. Rather than focusing on using a zero-sum and vanishing additive signal, our work determines the necessary and sufficient conditions that define the set of admissible obfuscation signals that do not perturb the convergence point of the algorithm from the average of the reference values of the agents. Of theoretical interest, our results show that this class includes nonvanishing signals as well. Given this broader class of admissible obfuscation signals, we define a deterministic notion of privacy preservation. In this definition, privacy preservation for an agent means that neither the private reference value nor a finite set of values to which the private reference value of the agent belongs to can be obtained. Then, we evaluate the agents’ privacy against eavesdroppers with different knowledge sets. 
    more » « less
  2. In distributed optimization schemes consisting of a group of agents connected to a central coordinator, the optimization algorithm often involves the agents solving private local sub-problems and exchanging data frequently with the coordinator to solve the global distributed problem. In those cases, the query-response mechanism usually causes excessive communication costs to the system, necessitating communication reduction in scenarios where communication is costly. Integrating Gaussian processes (GP) as a learning component to the Alternating Direction Method of Multipliers (ADMM) has proven effective in learning each agent’s local proximal operator to reduce the required communication exchange. A key element for integrating GP into the ADMM algorithm is the querying mechanism upon which the coordinator decides when communication with an agent is required. In this paper, we formulate a general querying decision framework as an optimization problem that balances reducing the communication cost and decreasing the prediction error. Under this framework, we propose a joint query strategy that takes into account the joint statistics of the query and ADMM variables and the total communication cost of all agents in the presence of uncertainty caused by the GP regression. In addition, we derive three different decision mechanisms that simplify the general framework by making the communication decision for each agent individually. We integrate multiple measures to quantify the trade-off between the communication cost reduction and the optimization solution’s accuracy/optimality. The proposed methods can achieve significant communication reduction and good optimization solution accuracy for distributed optimization, as demonstrated by extensive simulations of a distributed sharing problem. 
    more » « less
  3. In this paper, we study the problem of privacy preservation of the continuous-time Laplacian static average consensus algorithm using additive perturbation signals. We consider this problem over a strongly connected and weight-balanced digraph. Starting from a local reference value, in static average consensus algorithm each agent constantly communicates with its neighboring agents to update its local state to compute the average of the reference values across the network. Since every agent transmits its local reference value to its in-neighbors, the reference value of the agents are trivially disclosed. In this paper, we investigate the possibility of preserving the privacy of the reference value of the agents by adding admissible perturbation signals to the local dynamics and the transmitted out signals of the agents. Admissible additive perturbation signals are those signals that do not perturb the final convergence point of the algorithm from the average of the reference values of the agents. Our results show that if an adversarial agent has access to the output of another agent and all the input signals transmitted to that agent, the adversary can discover the private reference value of that agent, regardless of the perturbation signals. Otherwise, the privacy of the agent can be preserved. We demonstrate our results through a numerical example. 
    more » « less
  4. We study distributed estimation and learning problems in a networked environment where agents exchange information to estimate unknown statistical properties of random variables from their privately observed samples. The agents can collectively estimate the unknown quantities by exchanging information about their private observations, but they also face privacy risks. Our novel algorithms extend the existing distributed estimation literature and enable the participating agents to estimate a complete sufficient statistic from private signals acquired offline or online over time and to preserve the privacy of their signals and network neighborhoods. This is achieved through linear aggregation schemes with adjusted randomization schemes that add noise to the exchanged estimates subject to differential privacy (DP) constraints, both in an offline and online manner. We provide convergence rate analysis and tight finite-time convergence bounds. We show that the noise that minimizes the convergence time to the best estimates is the Laplace noise, with parameters corresponding to each agent’s sensitivity to their signal and network characteristics. Our algorithms are amenable to dynamic topologies and balancing privacy and accuracy trade-offs. Finally, to supplement and validate our theoretical results, we run experiments on real-world data from the US Power Grid Network and electric consumption data from German Households to estimate the average power consumption of power stations and households under all privacy regimes and show that our method outperforms existing first-order privacy-aware distributed optimization methods. 
    more » « less
  5. In networks consisting of agents communicating with a central coordinator and working together to solve a global optimization problem in a distributed manner, the agents are often required to solve private proximal minimization subproblems. Such a setting often requires a decomposition method to solve the global distributed problem, resulting in extensive communication overhead. In networks where communication is expensive, it is crucial to reduce the communication overhead of the distributed optimization scheme. Gaussian processes (GPs) are effective at learning the agents' local proximal operators, thereby reducing the communication between the agents and the coordinator. We propose combining this learning method with adaptive uniform quantization for a hybrid approach that can achieve further communication reduction. In our approach, due to data quantization, the GP algorithm is modified to account for the introduced quantization noise statistics. We further improve our approach by introducing an orthogonalization process to the quantizer's input to address the inherent correlation of the input components. We also use dithering to ensure uncorrelation between the quantizer's introduced noise and its input. We propose multiple measures to quantify the trade-off between the communication cost reduction and the optimization solution's accuracy/optimality. Under such metrics, our proposed algorithms can achieve significant communication reduction for distributed optimization with acceptable accuracy, even at low quantization resolutions. This result is demonstrated by simulations of a distributed sharing problem with quadratic cost functions for the agents. 
    more » « less