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Differentially private projected gradient tracking for distributed constrained optimization

Zhen Yang, Wangli He*, Guanrong Chen

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

This paper investigates a distributed constrained optimization problem with privacy concerns over a multi-agent network, where each agent holds a private objective function and seeks a global optimizer subject to a global closed convex set of constraints in a distributed and privacy-preserving manner. To address this problem, a differentially private projected gradient tracking algorithm is proposed. The main idea is to introduce indirect projection in gradient tracking to handle the global constraints and to decompose the gradient tracking state into two sub-states, with the shared sub-state being perturbed by decaying Laplace noise, to establish differential privacy (DP). Two time scales and a lazy update rule are employed to facilitate the convergence analysis. It is demonstrated that the proposed algorithm simultaneously preserves linear convergence rates and ϵ-DP without requiring bounded gradients. Finally, numerical simulations are presented to verify the theoretical results. © 2026
Original languageEnglish
Article number112851
Number of pages9
JournalAutomatica
Volume186
Online published4 Feb 2026
DOIs
Publication statusPublished - Apr 2026

Funding

This work was supported by Shanghai Pilot Program for Basic Research (Grant No. 22TQ1400100-3), National Natural Science Foundation of China (62394345, 62293504), the Programme of Introducing Talents of Discipline to Universities (the 111 Project) under Grant B17017 and Fundamental Research Funds for the Central Universities, China (222202517006). The material in this paper was not presented at any conference. This paper was recommended for publication in revised form by Associate Editor Behrouz Touri under the direction of Editor Christos G. Cassandras.

Research Keywords

  • Differential privacy
  • Distributed constrained optimization
  • Projected gradient tracking

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