Title
Consensus-Based Distributed Optimization In Multi-Agent Systems: Convergence And Differential Privacy
Abstract
This paper studies the problem of optimization in multi-agent systems where each agent seeks to minimize the sum of all agents' objective functions without knowing others' functions. Under the requirement of privacy, each of them needs to keep its objective function private from other agents and potential attackers. We design a completely distributed algorithm, which achieves differential privacy by perturbing states and adjusting directions with decaying Laplace noise. The proposed algorithm ensures that an attacker who intercepts the messages cannot obtain the objective function of any agent even if it bribes all other agents. A constant stepsize is adopted to improve the convergence rate. It is shown that the algorithm converges almost surely and the convergence point is independent of the noise added to the states. The trade-off between differential privacy and convergence accuracy is also characterized. Finally, simulations are conducted to validate the efficiency of the proposed algorithm.
Year
DOI
Venue
2018
10.1109/CDC.2018.8619119
2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC)
Field
DocType
ISSN
Convergence (routing),Mathematical optimization,Laplace transform,Differential privacy,Computer science,Multi-agent system,Distributed algorithm,Rate of convergence,Almost surely
Conference
0743-1546
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Tie Ding100.34
Shanying Zhu213021.54
Jianping He317723.47
Cai-Lian Chen483198.98
Xinping Guan52791253.38