Differentially Private Distributed Mismatch Tracking Algorithm for Constraint-Coupled Resource Allocation Problems
Wenwen Wu, Shanying Zhu, Shuai Liu, Xinping Guan · 2022 IEEE 61st Conference on Decision and Control (CDC) · 2022
This paper considers privacy-concerned distributed constraint-coupled resource allocation problems over an undirected network, where each agent holds a private cost function and obtains the solution via only local communication. With privacy concerns, we mask the exchanged information with independent Laplace noise against attackers with potential access to all network communications. We propose a differentially private distributed mismatch tracking algorithm (diff-DMAC) to achieve cost-optimal distribution of resources while preserving privacy. Adopting constant stepsizes, the linear convergence property of diff-DMAC in mean square is established under the standard assumptions of Lipschitz smoothness and strong convexity. Moreover, it is theoretically proven that the proposed algorithm is ϵ-differentially private. And we also show the trade-off between convergence accuracy and privacy level. Finally, a numerical example is provided for verification.