Olivier Beaude, Pascal Benchimol, Stéphane Gaubert et al.
We consider a resource allocation problem involving a large number of agents with individual constraints subject to privacy, and a central operator whose objective is to optimize a global, possibly nonconvex, cost while satisfying the agents' constraints, for instance an energy operator in charge of the management of energy consumption flexibilities of many individual consumers. We provide a privacy-preserving algorithm that does compute the optimal allocation of resources, avoiding each agent to reveal her private information (constraints and individual solution profile) neither to the central operator nor to a third party. Our method relies on an aggregation procedure: we compute iteratively a global allocation of resources, and gradually ensure existence of a disaggregation, that is individual profiles satisfying agents' private constraints, by a protocol involving the generation of polyhedral cuts and secure multiparty computations (SMC). To obtain these cuts, we use an alternate projection method, which is implemented locally by each agent, preserving her privacy needs. We adress especially the case in which the local and global constraints define a transportation polytope. Then, we provide theoretical convergence estimates together with numerical results, showing that the algorithm can be effectively used to solve the allocation problem in high dimension, while addressing privacy issues.