Existing large-scale optimization schemes are challenged by both scalability and cyber-security. With the favorable scalability, adaptability, and flexibility, decentralized and distributed optimization paradigms are widely adopted in cyber-physical system applications. However, most existing approaches heavily rely on explicit information exchange between agents or between agents and the system operator, leading the entire framework prone to privacy risks. To tackle this issue, this paper synthesizes cryptography and decentralized optimization techniques to develop a novel privacy-preserving decentralized optimization paradigm. The proposed paradigm is generically applicable to strongly coupled convex optimization problems with nonseparable objective functions and linearly coupled constraints. The security and accuracy of the proposed paradigm are verified via numerical examples.
With decentralized optimization having increased applications in various domains ranging from machine learning, control, sensor networks, to robotics, its privacy is also receiving increased attention. Existing privacy-preserving approaches for decentralized optimization achieve privacy preservation by patching decentralized optimization with information-technology privacy mechanisms such as differential privacy or homomorphic encryption, which either sacrifices optimization accuracy or incurs heavy computation/communication overhead. We propose an inherently privacy-preserving decentralized o…
Large-scale multi-agent cooperative control problems have materially enjoyed the scalability, adaptivity, and flexibility of decentralized optimization. However, due to the mandatory iterative communications between the agents and the system operator, the decentralized architecture is vulnerable to malicious attacks and privacy breach. Current research on addressing privacy preservation of both agents and the system operator in cooperative decentralized optimization with strongly coupled objective functions and constraints is still primitive. To fill in the gaps, this paper proposes a novel pr…
This paper considers the problem of privacy-preservation in decentralized optimization, in which $N$ agents cooperatively minimize a global objective function that is the sum of $N$ local objective functions. We assume that each local objective function is private and only known to an individual agent. To cooperatively solve the problem, most existing decentralized optimization approaches require participating agents to exchange and disclose estimates to neighboring agents. However, this results in leakage of private information about local objective functions, which is undesirable when advers…
The rapidly growing penetration of renewable energy resources brings unprecedented challenges to power distribution networks - management of a large population of grid-tied controllable devices encounters control scalability crises and potential end-user privacy breaches. Despite the importance, research on privacy preservation of distributed energy resource (DER) control in a fully scalable manner is lacked. To fill the gap, this paper designs a novel decentralized privacy-preserving DER control framework that 1) achieves control scalability over DER population and heterogeneity; 2) eliminate…
We propose a decentralized optimization algorithm that preserves the privacy of agents' cost functions without sacrificing accuracy, termed EFPSN. The algorithm adopts Paillier cryptosystem to construct zero-sum functional perturbations. Then, based on the perturbed cost functions, any existing decentralized optimization algorithm can be utilized to obtain the accurate solution. We theoretically prove that EFPSN is (epsilon, delta)-differentially private and can achieve nearly perfect privacy under deliberate parameter settings. Numerical experiments further confirm the effectiveness of the al…
Privacy preservation is addressed for decentralized optimization, where $N$ agents cooperatively minimize the sum of $N$ convex functions private to these individual agents. In most existing decentralized optimization approaches, participating agents exchange and disclose states explicitly, which may not be desirable when the states contain sensitive information of individual agents. The problem is more acute when adversaries exist which try to steal information from other participating agents. To address this issue, we propose a privacy-preserving decentralized optimization approach based on …
Clemson University（克莱姆森大学）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported that have theoretical guarantees on both privacy protection and saddle/maximum avoidance in decentralized nonconvex optimization. We propose a new algorithm for decentralized nonconvex optimization that can enable both rigorous differential privacy and saddle/maximum avoiding performance. The new algorithm allows the incorporation of persistent additive noi…
Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user locations, healthcare records and financial transactions, privacy protection has become an increasingly pressing need in the implementation of decentralized stochastic optimization algorithms. In this paper, we propose a decentralized stochastic gradient descent algorithm which is embedded with inherent privacy protection for every participating agent against o…
Privacy concerns with sensitive data are receiving increasing attention. In this paper, we study local differential privacy (LDP) in interactive decentralized optimization. By constructing random local aggregators, we propose a framework to amplify LDP by a constant. We take Alternating Direction Method of Multipliers (ADMM), and decentralized gradient descent as two concrete examples, where experiments support our theory. In an asymptotic view, we address the following question: Under LDP, is it possible to design a distributed private minimizer for arbitrary closed convex constraints with ut…
Decentralized methods are gaining popularity for data-driven models in power systems as they offer significant computational scalability while guaranteeing full data ownership by utility stakeholders. However, decentralized methods still require sharing information about network flow estimates over public facing communication channels, which raises privacy concerns. In this paper we propose a differential privacy driven approach geared towards decentralized formulations of mixed integer operations and maintenance optimization problems that protects network flow estimates. We prove strong priva…
The alternating direction method of multipliers (ADMM) has been recently recognized as a promising optimizer for large-scale machine learning models. However, there are very few results studying ADMM from the aspect of communication costs, especially jointly with privacy preservation, which are critical for distributed learning. We investigate the communication efficiency and privacy-preservation of ADMM by solving the consensus optimization problem over decentralized networks. Since walk algorithms can reduce communication load, we first propose incremental ADMM (I-ADMM) based on the walk alg…
Clemson University（克莱姆森大学）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
By enabling multiple agents to cooperatively solve a global optimization problem in the absence of a central coordinator, decentralized stochastic optimization is gaining increasing attention in areas as diverse as machine learning, control, and sensor networks. Since the associated data usually contain sensitive information, such as user locations and personal identities, privacy protection has emerged as a crucial need in the implementation of decentralized stochastic optimization. In this paper, we propose a decentralized stochastic optimization algorithm that is able to guarantee provable …
Decentralized algorithms for stochastic optimization and learning rely on the diffusion of information as a result of repeated local exchanges of intermediate estimates. Such structures are particularly appealing in situations where agents may be hesitant to share raw data due to privacy concerns. Nevertheless, in the absence of additional privacy-preserving mechanisms, the exchange of local estimates, which are generated based on private data can allow for the inference of the data itself. The most common mechanism for guaranteeing privacy is the addition of perturbations to local estimates b…
Constant function market makers (CFMMs) such as Uniswap, Balancer, Curve, and mStable, among many others, make up some of the largest decentralized exchanges on Ethereum and other blockchains. Because all transactions are public in current implementations, a natural next question is if there exist similar decentralized exchanges which are privacy-preserving; i.e., if a transaction's quantities are hidden from the public view, then an adversary cannot correctly reconstruct the traded quantities from other public information. In this note, we show that privacy is impossible with the usual implem…
