Abstract

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 <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$(\epsilon, \delta)$ </tex-math></inline-formula> -differentially private and can achieve infinitesimally small <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\epsilon,\delta $ </tex-math></inline-formula> under deliberate parameter settings. Numerical experiments further confirm the effectiveness of the algorithm.

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