arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2001.09508math.OCcs.AIcs.CR

Bilevel Optimization for Differentially Private Optimization in Energy Systems

Georgia Institute of Technology(佐治亚理工学院);Syracuse University(雪城大学)

Terrence W. K. Mak, Ferdinando Fioretto, Pascal Van Hentenryck

英文摘要:

This paper studies how to apply differential privacy to constrained optimization problems whose inputs are sensitive. This task raises significant challenges since random perturbations of the input data often render the constrained optimization problem infeasible or change significantly the nature of its optimal solutions. To address this difficulty, this paper proposes a bilevel optimization model that can be used as a post-processing step: It redistributes the noise introduced by a differentially private mechanism optimally while restoring feasibility and near-optimality. The paper shows that, under a natural assumption, this bilevel model can be solved efficiently for real-life large-scale nonlinear nonconvex optimization problems with sensitive customer data. The experimental results demonstrate the accuracy of the privacy-preserving mechanism and showcases significant benefits compared to standard approaches.

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