A Privacy-Masking Learning Algorithm for Online Distributed Optimization over Time-Varying Unbalanced Digraphs

This paper investigates a constrained distributed optimization problem enabled by differential privacy where the underlying network is time-changing with unbalanced digraphs. To solve such a problem, we first propose a differentially private online distributed algorithm by injecting adaptively adjustable Laplace noises. The proposed algorithm can not only protect the privacy of participants without compromising a trusted third party, but also be implemented on more general time-varying unbalanced digraphs. Under mild conditions, we then show that the proposed algorithm can achieve a sublinear expected bound of regret for general local convex objective functions. The result shows that there is a trade-off between the optimization accuracy and privacy level. Finally, numerical simulations are conducted to validate the efficiency of the proposed algorithm.