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We provide the first study of the problem of finding differentially private (DP) second-order stationary points (SOSP) in stochastic (non-convex) minimax optimization. Existing literature either focuses only on first-order stationary points…

Machine Learning · Computer Science 2026-02-03 Difei Xu , Youming Tao , Meng Ding , Chenglin Fan , Di Wang

This paper proposes a new distributed nonconvex stochastic optimization algorithm that can achieve privacy protection, communication efficiency and convergence simultaneously. Specifically, each node adds general privacy noises to its local…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Jialong Chen , Jimin Wang , Ji-Feng Zhang

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating…

Optimization and Control · Mathematics 2024-02-07 Yongqiang Wang , Angelia Nedic

This paper addresses the challenge of preserving privacy in Federated Learning (FL) within centralized systems, focusing on both trusted and untrusted server scenarios. We analyze this setting within the Stochastic Convex Optimization (SCO)…

Machine Learning · Computer Science 2024-07-18 Roie Reshef , Kfir Y. Levy

This paper studies the privacy-preserving distributed optimization problem under limited communication, where each agent aims to keep its cost function private while minimizing the sum of all agents' cost functions. To this end, we propose…

Optimization and Control · Mathematics 2024-05-02 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Optimization and Control · Mathematics 2022-11-15 Killian Wood , Emiliano Dall'Anese

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

Optimization and Control · Mathematics 2026-03-24 Antai Xie , Xiaoqiang Ren , Xinlei Yi , Tao Yang , Xiaofan Wang

In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variables. Problems of this type express the distributional…

Optimization and Control · Mathematics 2022-12-07 Killian Wood , Emiliano Dall'Anese

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW…

Optimization and Control · Mathematics 2017-03-07 Gauthier Gidel , Tony Jebara , Simon Lacoste-Julien

We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…

Systems and Control · Computer Science 2012-08-16 Andrea Simonetto , Tamas Keviczky , Mikael Johansson

This paper proposes a differentially private gradient-tracking-based distributed stochastic optimization algorithm over directed graphs. In particular, privacy noises are incorporated into each agent's state and tracking variable to…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jialong Chen , Jimin Wang , Ji-Feng Zhang

We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

In this paper, we investigate the problem of differentially private distributed optimization. Recognizing that lower sensitivity leads to higher accuracy, we analyze the key factors influencing the sensitivity of differentially private…

Optimization and Control · Mathematics 2026-01-05 Furan Xie , Bing Liu , Li Chai

We study differentially private stochastic convex optimization (DP-SCO) under user-level privacy, where each user may hold multiple data items. Existing work for user-level DP-SCO either requires super-polynomial runtime [Ghazi et al.…

Machine Learning · Computer Science 2023-11-08 Hilal Asi , Daogao Liu

We introduce a new differential privacy (DP) accountant called the saddle-point accountant (SPA). SPA approximates privacy guarantees for the composition of DP mechanisms in an accurate and fast manner. Our approach is inspired by the…

Cryptography and Security · Computer Science 2022-08-23 Wael Alghamdi , Shahab Asoodeh , Flavio P. Calmon , Juan Felipe Gomez , Oliver Kosut , Lalitha Sankar , Fei Wei

This study examines a resource-sharing problem involving multiple parties that agree to use a set of capacities together. We start with modeling the whole problem as a mathematical program, where all parties are required to exchange…

Optimization and Control · Mathematics 2024-01-08 Utku Karaca , Nursen Aydin , Sinan Yildirim , S. Ilker Birbil

We introduce a new zeroth-order algorithm for private stochastic optimization on nonconvex and nonsmooth objectives. Given a dataset of size $M$, our algorithm ensures $(\alpha,\alpha\rho^2/2)$-R\'enyi differential privacy and finds a…

Optimization and Control · Mathematics 2024-07-01 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

Machine learning models are increasingly used in high-stakes decision-making systems. In such applications, a major concern is that these models sometimes discriminate against certain demographic groups such as individuals with certain…

Machine Learning · Computer Science 2023-06-06 Andrew Lowy , Devansh Gupta , Meisam Razaviyayn

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

Continual data collection and widespread deployment of machine learning algorithms, particularly the distributed variants, have raised new privacy challenges. In a distributed machine learning scenario, the dataset is stored among several…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-16 Shripad Gade , Nitin H. Vaidya