Papers › Privacy-Preserving Convex Optimization: When Differential Privacy Meets Stochastic Programming
Privacy-Preserving Convex Optimization: When Differential Privacy Meets Stochastic Programming
Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck, Pierre Pinson, Jalal Kazempour
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Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, commercial information), thus leading to privacy breaches. To avoid these breaches and formally guarantee privacy to optimization data owners, we develop a new privacy-preserving perturbation strategy for convex optimization programs by combining stochastic (chance-constrained) programming and differential privacy. Unlike standard noise-additive strategies, which perturb either optimization data or optimization results, we express the optimization variables as functions of the random perturbation using linear decision rules; we then optimize these rules to accommodate the perturbation within the problem's feasible region by enforcing chance constraints. This way, the perturbation is feasible and makes different, yet adjacent in the sense of a given distance function, optimization datasets statistically similar in randomized optimization results, thereby enabling probabilistic differential privacy guarantees. The chance-constrained optimization additionally internalizes the conditional value-at-risk measure to model the tolerance towards the worst-case realizations of the optimality loss w.r.t. the non-private solution. We demonstrate the privacy properties of our perturbation strategy analytically and through optimization and machine learning applications.
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