Solving Linear Programs with Differential Privacy
Abstract
We study the problem of solving linear programs of the form $Ax\le b$, $x\ge0$ with differential privacy. For homogeneous LPs $Ax\ge0$, we give an efficient $(ε,δ)$-differentially private algorithm which with probability at least $1-β$ finds in polynomial time a solution that satisfies all but $O(\frac{d^{2}}ε\log^{2}\frac{d}{δβ}\sqrt{\log\frac{1}{ρ_{0}}})$ constraints, for problems with margin $ρ_{0}>0$. This improves the bound of $O(\frac{d^{5}}ε\log^{1.5}\frac{1}{ρ_{0}}\mathrm{poly}\log(d,\frac{1}δ,\frac{1}β))$ by [Kaplan-Mansour-Moran-Stemmer-Tur, STOC '25]. For general LPs $Ax\le b$, $x\ge0$ with potentially zero margin, we give an efficient $(ε,δ)$-differentially private algorithm that w.h.p drops $O(\frac{d^{4}}ε\log^{2.5}\frac{d}δ\sqrt{\log dU})$ constraints, where $U$ is an upper bound for the entries of $A$ and $b$ in absolute value. This improves the result by Kaplan et al. by at least a factor of $d^{5}$. Our techniques build upon privatizing a rescaling perceptron algorithm by [Hoberg-Rothvoss, IPCO '17] and a more refined iterative procedure for identifying equality constraints by Kaplan et al.