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Published work

30 published item(s)

preprint2026arXiv

Democratizing Large-Scale Re-Optimization with LLM-Guided Model Patches

Optimization models developed by operations research (OR) experts are often deployed as decision-support systems in industrial settings. However, real-world environments are dynamic, with evolving business rules, previously overlooked constraints, and unforeseen perturbations. In such contexts, end users must rapidly re-optimize models to recover feasible and implementable solutions. This paper introduces an agentic re-optimization framework in which a large language model (LLM) acts as an OR expert, dynamically supporting end users through natural-language interaction. The LLM translates user prompts into structured updates of the underlying optimization model, selects suitable re-optimization techniques from an optimization toolbox, and solves the resulting instance to return implementable solutions. The toolbox leverages primal information, including historical solutions, valid inequalities, solver configurations, and metaheuristics, to accelerate re-optimization while preserving solution quality. The proposed framework enables interactive and continuous adaptation of deployed optimization models, reducing dependence on OR experts and improving the sustainability of decision-support systems. Extensive experiments on two complementary large-scale real-world case studies demonstrate the effectiveness and scalability of the proposed framework. The first considers online supply chain re-optimization, where solutions must be generated rapidly while remaining close to the deployed plan, whereas the second focuses on offline university exam scheduling, where solution quality is prioritized over runtime. Results show that the toolbox-driven architecture significantly improves computational efficiency through primal-based and solver-aware re-optimization techniques, while the structured patch-based updates improve interpretability and traceability of model modifications.

preprint2022arXiv

Differential Privacy and Fairness in Decisions and Learning Tasks: A Survey

This paper surveys recent work in the intersection of differential privacy (DP) and fairness. It reviews the conditions under which privacy and fairness may have aligned or contrasting goals, analyzes how and why DP may exacerbate bias and unfairness in decision problems and learning tasks, and describes available mitigation measures for the fairness issues arising in DP systems. The survey provides a unified understanding of the main challenges and potential risks arising when deploying privacy-preserving machine-learning or decisions-making tasks under a fairness lens.

preprint2022arXiv

Optimization Models for Autonomous Transfer Hub Networks

Autonomous trucks are expected to fundamentally transform the freight transportation industry. In particular, Autonomous Transfer Hub Networks (ATHN), which combine autonomous trucks on middle miles with human-driven on the first and last miles, are seen as the most likely deployment pathway of this technology. This paper presents three methods to optimize ATHN operations and compares them: a constraint-programming model, a column-generation approach, and a bespoke network flow method. Results on a real case study indicate that the network flow model is highly scalable and outperforms the other two approaches by significant margins.

preprint2022arXiv

Polyhedral Relaxations for Optimal Pump Scheduling of Potable Water Distribution Networks

The classic pump scheduling or Optimal Water Flow (OWF) problem for water distribution networks (WDNs) minimizes the cost of power consumption for a given WDN over a fixed time horizon. In its exact form, the OWF is a computationally challenging mixed-integer nonlinear program (MINLP). It is complicated by nonlinear equality constraints that model network physics, discrete variables that model operational controls, and intertemporal constraints that model changes to storage devices. To address the computational challenges of the OWF, this paper develops tight polyhedral relaxations of the original MINLP, derives novel valid inequalities (or cuts) using duality theory, and implements novel optimization-based bound tightening and cut generation procedures. The efficacy of each new method is rigorously evaluated by measuring empirical improvements in OWF primal and dual bounds over forty-five literature instances. The evaluation suggests that our relaxation improvements, model strengthening techniques, and a thoughtfully selected polyhedral relaxation partitioning scheme can substantially improve OWF primal and dual bounds, especially when compared with similar relaxation-based techniques that do not leverage these new methods.

preprint2022arXiv

Post-processing of Differentially Private Data: A Fairness Perspective

Post-processing immunity is a fundamental property of differential privacy: it enables arbitrary data-independent transformations to differentially private outputs without affecting their privacy guarantees. Post-processing is routinely applied in data-release applications, including census data, which are then used to make allocations with substantial societal impacts. This paper shows that post-processing causes disparate impacts on individuals or groups and analyzes two critical settings: the release of differentially private datasets and the use of such private datasets for downstream decisions, such as the allocation of funds informed by US Census data. In the first setting, the paper proposes tight bounds on the unfairness of traditional post-processing mechanisms, giving a unique tool to decision-makers to quantify the disparate impacts introduced by their release. In the second setting, this paper proposes a novel post-processing mechanism that is (approximately) optimal under different fairness metrics, either reducing fairness issues substantially or reducing the cost of privacy. The theoretical analysis is complemented with numerical simulations on Census data.

preprint2022arXiv

Ridesharing and Fleet Sizing For On-Demand Multimodal Transit Systems

This paper considers the design of On-Demand Multimodal Transit Systems (ODMTS) that combine fixed bus/rail routes between transit hubs with on-demand shuttles that serve the first/last miles to/from the hubs. The design problem aims at finding a network design for the fixed routes to allow a set of riders to travel from their origins to their destinations, while minimizing the sum of the travel costs, the bus operating costs, and rider travel times. The paper addresses two gaps in existing tools for designing ODMTS. First, it generalizes prior work by including ridesharing in the shuttle rides. Second, it proposes novel fleet-sizing algorithms for determining the number of shuttles needed to meet the performance metrics of the ODMTS design. Both contributions are based on Mixed-Integer Programs (MIP). For the ODMTS design, the MIP reasons about pickup and dropoff routes in order to capture ridesharing, grouping riders who travel to/from the same hub. The fleet-sizing optimization is modeled as a minimum flow problem with covering constraints. The natural formulation leads to a dense graph and computational issues, which is addressed by a reformulation that works on a sparse graph. The methodological contributions are evaluated on a real case study: the public transit system of the broader Ann Arbor and Ypsilanti region in Michigan. The results demonstrate the substantial potential of ridesharing for ODMTS, as costs are reduced by about 26% with respect to allowing only individual shuttle rides, at the expense of a minimal increase in transit times. Compared to the existing system, the designed ODMTS also cuts down costs by 35% and reduces transit times by 38%.

preprint2022arXiv

Risk-Aware Control and Optimization for High-Renewable Power Grids

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the volatility of renewable energy sources have led to significant increases in prediction errors, affecting the reliability and efficiency of existing deterministic optimization models. The RAMC project was initiated to investigate how to move from this deterministic setting into a risk-aware framework where uncertainty is quantified explicitly and incorporated in the market-clearing optimizations. Risk-aware market-clearing raises challenges on its own, primarily from a computational standpoint. This paper reviews how RAMC approaches risk-aware market clearing and presents some of its innovations in uncertainty quantification, optimization, and machine learning. Experimental results on real networks are presented.

preprint2022arXiv

SF-PATE: Scalable, Fair, and Private Aggregation of Teacher Ensembles

A critical concern in data-driven processes is to build models whose outcomes do not discriminate against some demographic groups, including gender, ethnicity, or age. To ensure non-discrimination in learning tasks, knowledge of the group attributes is essential. However, in practice, these attributes may not be available due to legal and ethical requirements. To address this challenge, this paper studies a model that protects the privacy of the individuals' sensitive information while also allowing it to learn non-discriminatory predictors. A key characteristic of the proposed model is to enable the adoption of off-the-selves and non-private fair models to create a privacy-preserving and fair model. The paper analyzes the relation between accuracy, privacy, and fairness, and the experimental evaluation illustrates the benefits of the proposed models on several prediction tasks. In particular, this proposal is the first to allow both scalable and accurate training of private and fair models for very large neural networks.

preprint2022arXiv

The Bicycle Network Improvement Problem

Using a bicycle for commuting is still uncommon in US cities, although it brings many benefits to both the cyclists and to society as a whole. Cycling has the potential to reduce traffic congestion and emissions, increase mobility, and improve public health. To convince people to commute by bike, the infrastructure plays an important role, since safety is one of the primary concerns of potential cyclists. This paper presents a method to find the best way to improve the safety of a bicycle network for a given budget and maximize the number of riders that could now choose bicycles for their commuting needs. This optimization problem is formalized as the Bicycle Network Improvement Problem (BNIP): it selects which roads to improve for a set of traveler origin-destination pairs, taking both safety and travel distance into account. The BNIP is modeled as a mixed-integer linear program that minimizes a piecewise linear penalty function of route deviations of travelers. The MIP is solved using Benders decomposition to scale to large instances. The paper also presents an in-depth case study for the Midtown area in Atlanta, GA, using actual transportation data. The results show that the Benders decomposition algorithm allows for solving realistic problem instances and that the network improvements may significantly increase the share of bicycles as the commuting mode. Multiple practical aspects are considered as well, including sequential road improvements, uneven improvement costs, and how to include additional data.

preprint2021arXiv

Bilevel Optimization for Differentially Private Optimization in Energy Systems

This paper studies how to apply differential privacy to constrained optimization problems whose inputs are sensitive. This task raises significant challenges since random perturbations of the input data often render the constrained optimization problem infeasible or change significantly the nature of its optimal solutions. To address this difficulty, this paper proposes a bilevel optimization model that can be used as a post-processing step: It redistributes the noise introduced by a differentially private mechanism optimally while restoring feasibility and near-optimality. The paper shows that, under a natural assumption, this bilevel model can be solved efficiently for real-life large-scale nonlinear nonconvex optimization problems with sensitive customer data. The experimental results demonstrate the accuracy of the privacy-preserving mechanism and showcases significant benefits compared to standard approaches.

preprint2021arXiv

Commuting with Autonomous Vehicles: A Branch and Cut Algorithm with Redundant Modeling

This paper studies the benefits of autonomous vehicles in ride-sharing platforms dedicated to serving commuting needs. It considers the Commute Trip Sharing Problem with Autonomous Vehicles (CTSPAV), the optimization problem faced by a reservation-based platform that receives daily commute-trip requests and serves them with a fleet of autonomous vehicles. The CTSPAV can be viewed as a special case of the Dial- A-Ride Problem (DARP). However, this paper recognizes that commuting trips exhibit special spatial and temporal properties that can be exploited in a branch and cut algorithm that leverages a redundant modeling approach. In particular, the branch and cut algorithm relies on a MIP formulation that schedules mini routes representing inbound or outbound trips. This formulation is effective in finding high-quality solutions quickly but its relaxation is relatively weak. To remedy this limitation, the mini-route MIP is complemented by a DARP formulation which is not as effective in obtaining primal solutions but has a stronger relaxation. The benefits of the proposed approach are demonstrated by comparing it with another, more traditional, exact branch and cut procedure and a heuristic method based on mini routes. The methodological contribution is complemented by a comprehensive analysis of a CTSPAV platform for reducing vehicle counts, travel distances, and congestion. In particular, the case study for a medium-sized city reveals that a CTSPAV platform can reduce daily vehicle counts by a staggering 92% and decrease vehicles miles by 30%. The platform also significantly reduces congestion, measured as the number of vehicles on the road per unit time, by 60% during peak times. These benefits, however, come at the expense of introducing empty miles. Hence the paper also highlights the tradeoffs between future ride-sharing and car-pooling platforms.

preprint2021arXiv

Market Segmentation in Online Platforms

This paper studies ranking policies in a stylized trial-offer marketplace model, in which a single firm offers products and has consumers with heterogeneous preferences. Consumer trials are influenced by past purchases and the ranking of each product. The platform owner needs to devise a ranking policy to display the products to maximize the number of purchases in the long run. The model proposed attempts to understand the impact of market segmentation in a trial-offer market with social influence. In our model, consumer choices are based on a very general choice model known as the mixed MNL. We analyze the long-term dynamics of this highly complex stochastic model and we quantify the expected benefits of market segmentation. When past purchases are displayed, consumer heterogeneity makes buyers try the sub-optimal products, reducing the overall sales rate. We show that consumer heterogeneity makes the ranking problem NP-hard. We then analyze the benefits of market segmentation. We find tight bounds to the expected benefits of offering a distinct ranking to each consumer segment. Finally, we show that the market segmentation strategy always benefits from social influence when the average quality ranking is used. One of the managerial implications is that the firm is better off using an aggregate ranking policy when the variety of consumer preference is limited, but it should perform a market segmentation policy when consumers are highly heterogeneous. We also show that this result is robust to relatively small consumer classification mistakes; when these are large, an aggregate ranking is preferred.

preprint2021arXiv

Resiliency of On-Demand Multimodal Transit Systems During a Pandemic

During the COVID-19 pandemic, the collapse of the public transit ridership led to significant budget deficits due to dramatic decreases in fare revenues. Additionally, public transit agencies are facing challenges of reduced vehicle capacity due to social distancing requirements, additional costs of cleaning and protective equipment, and increased downtime for vehicle cleaning. Due to these constraints on resources and budgets, many transit agencies have adopted essential service plans with reduced service hours, number of routes, or frequencies. This paper studies the resiliency during a pandemic of On-Demand Multimodal Transit Systems (ODMTS), a new generation of transit systems that combine a network of high-frequency trains and buses with on-demand shuttles to serve the first and last miles and act as feeders to the fixed network. It presents a case study for the city of Atlanta and evaluates ODMTS for multiple scenarios of depressed demand and social distancing representing various stages of the pandemic. The case study relies on an optimization pipeline that provides an end-to-end ODMTS solution by bringing together methods for demand estimation, network design, fleet sizing, and real-time dispatching. These methods are adapted to work in a multimodal setting and to satisfy practical constraints. In particular, a limit is imposed on the number of passenger transfers, and a new network design model is introduced to avoid the computational burden stemming from this constraint. Real data from the Metropolitan Atlanta Rapid Transit Authority (MARTA) is used to conduct the case study, and the results are evaluated with a high-fidelity simulation. The case study demonstrates how ODMTS provide a resilient solution in terms of cost, convenience, and accessibility for this wide range of scenarios.

preprint2021arXiv

Spatial Network Decomposition for Fast and Scalable AC-OPF Learning

This paper proposes a novel machine-learning approach for predicting AC-OPF solutions that features a fast and scalable training. It is motivated by the two critical considerations: (1) the fact that topology optimization and the stochasticity induced by renewable energy sources may lead to fundamentally different AC-OPF instances; and (2) the significant training time needed by existing machine-learning approaches for predicting AC-OPF. The proposed approach is a 2-stage methodology that exploits a spatial decomposition of the power network that is viewed as a set of regions. The first stage learns to predict the flows and voltages on the buses and lines coupling the regions, and the second stage trains, in parallel, the machine-learning models for each region. Experimental results on the French transmission system (up to 6,700 buses and 9,000 lines) demonstrate the potential of the approach. Within a short training time, the approach predicts AC-OPF solutions with very high fidelity and minor constraint violations, producing significant improvements over the state-of-the-art. The results also show that the predictions can seed a load flow optimization to return a feasible solution within 0.03% of the AC-OPF objective, while reducing running times significantly.

preprint2021arXiv

The Power Grid Library for Benchmarking AC Optimal Power Flow Algorithms

In recent years, the power systems research community has seen an explosion of novel methods for formulating the AC power flow equations. Consequently, benchmarking studies using the seminal AC Optimal Power Flow (AC-OPF) problem have emerged as the primary method for evaluating these emerging methods. However, it is often difficult to directly compare these studies due to subtle differences in the AC-OPF problem formulation as well as the network, generation, and loading data that are used for evaluation. To help address these challenges, this IEEE PES Task Force report proposes a standardized AC-OPF mathematical formulation and the PGLib-OPF networks for benchmarking AC-OPF algorithms. A motivating study demonstrates some limitations of the established network datasets in the context of benchmarking AC-OPF algorithms and a validation study demonstrates the efficacy of using the PGLib-OPF networks for this purpose. In the interest of scientific discourse and future additions, the PGLib-OPF benchmark library is open-access and all the of network data is provided under a creative commons license.

preprint2020arXiv

Combining Deep Learning and Optimization for Security-Constrained Optimal Power Flow

The security-constrained optimal power flow (SCOPF) is fundamental in power systems and connects the automatic primary response (APR) of synchronized generators with the short-term schedule. Every day, the SCOPF problem is repeatedly solved for various inputs to determine robust schedules given a set of contingencies. Unfortunately, the modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs, which are hard to solve. To address this challenge, leveraging the wealth of available historical data, this paper proposes a novel approach that combines deep learning and robust optimization techniques. Unlike recent machine-learning applications where the aim is to mitigate the computational burden of exact solvers, the proposed method predicts directly the SCOPF implementable solution. Feasibility is enforced in two steps. First, during training, a Lagrangian dual method penalizes violations of physical and operations constraints, which are iteratively added as necessary to the machine-learning model by a Column-and-Constraint-Generation Algorithm (CCGA). Second, another different CCGA restores feasibility by finding the closest feasible solution to the prediction. Experiments on large test cases show that the method results in significant time reduction for obtaining feasible solutions with an optimality gap below 0.1%.

preprint2020arXiv

Differential Privacy for Stackelberg Games

This paper introduces a differentially private (DP) mechanism to protect the information exchanged during the coordination of sequential and interdependent markets. This coordination represents a classic Stackelberg game and relies on the exchange of sensitive information between the system agents. The paper is motivated by the observation that the perturbation introduced by traditional DP mechanisms fundamentally changes the underlying optimization problem and even leads to unsatisfiable instances. To remedy such limitation, the paper introduces the Privacy-Preserving Stackelberg Mechanism (PPSM), a framework that enforces the notions of feasibility and fidelity of the privacy-preserving information to the original problem objective. PPSM complies with the notion of differential privacy and ensures that the outcomes of the privacy-preserving coordination mechanism are close-to-optimality for each agent. Experimental results on several gas and electricity market benchmarks based on a real case study demonstrate the effectiveness of the approach.

preprint2020arXiv

Differentially Private Convex Optimization with Feasibility Guarantees

This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints. Unlike standard noise-additive algorithms, that act primarily on the problem data, objective or solution, and disregard the problem constraints, this framework requires the optimization variables to be a function of the noise and exploits a chance-constrained problem reformulation with formal feasibility guarantees. The noise is calibrated to provide differential privacy for identity and linear queries on the optimization solution. For many applications, including resource allocation problems, the proposed framework provides a trade-off between the expected optimality loss and the variance of optimization results.

preprint2020arXiv

Differentially Private Distributed Optimal Power Flow

Distributed algorithms enable private Optimal Power Flow (OPF) computations by avoiding the need in sharing sensitive information localized in algorithms sub-problems. However, adversaries can still infer this information from the coordination signals exchanged across iterations. This paper seeks formal privacy guarantees for distributed OPF computations and provides differentially private algorithms for OPF computations based on the consensus Alternating Direction Method of Multipliers (ADMM). The proposed algorithms attain differential privacy by introducing static and dynamic random perturbations of OPF sub-problem solutions at each iteration. These perturbations are Laplacian and designed to prevent the inference of sensitive information, as well as to provide theoretical privacy guarantees for ADMM sub-problems. Using a standard IEEE 118-node test case, the paper explores the fundamental trade-offs among privacy, algorithmic convergence, and optimality losses.

preprint2020arXiv

Differentially Private Optimal Power Flow for Distribution Grids

Although distribution grid customers are obliged to share their consumption data with distribution system operators (DSOs), a possible leakage of this data is often disregarded in operational routines of DSOs. This paper introduces a privacy-preserving optimal power flow (OPF) mechanism for distribution grids that secures customer privacy from unauthorised access to OPF solutions, e.g., current and voltage measurements. The mechanism is based on the framework of differential privacy that allows to control the participation risks of individuals in a dataset by applying a carefully calibrated noise to the output of a computation. Unlike existing private mechanisms, this mechanism does not apply the noise to the optimization parameters or its result. Instead, it optimizes OPF variables as affine functions of the random noise, which weakens the correlation between the grid loads and OPF variables. To ensure feasibility of the randomized OPF solution, the mechanism makes use of chance constraints enforced on the grid limits. The mechanism is further extended to control the optimality loss induced by the random noise, as well as the variance of OPF variables. The paper shows that the differentially private OPF solution does not leak customer loads up to specified parameters.

preprint2020arXiv

High-Fidelity Machine Learning Approximations of Large-Scale Optimal Power Flow

The AC Optimal Power Flow (AC-OPF) is a key building block in many power system applications. It determines generator setpoints at minimal cost that meet the power demands while satisfying the underlying physical and operational constraints. It is non-convex and NP-hard, and computationally challenging for large-scale power systems. Motivated by the increased stochasticity in generation schedules and increasing penetration of renewable sources, this paper explores a deep learning approach to deliver highly efficient and accurate approximations to the AC-OPF. In particular, the paper proposes an integration of deep neural networks and Lagrangian duality to capture the physical and operational constraints. The resulting model, called OPF-DNN, is evaluated on real case studies from the French transmission system, with up to 3,400 buses and 4,500 lines. Computational results show that OPF-DNN produces highly accurate AC-OPF approximations whose costs are within 0.01% of optimality. OPF-DNN generates, in milliseconds, solutions that capture the problem constraints with high fidelity.

preprint2020arXiv

Lagrangian Duality for Constrained Deep Learning

This paper explores the potential of Lagrangian duality for learning applications that feature complex constraints. Such constraints arise in many science and engineering domains, where the task amounts to learning optimization problems which must be solved repeatedly and include hard physical and operational constraints. The paper also considers applications where the learning task must enforce constraints on the predictor itself, either because they are natural properties of the function to learn or because it is desirable from a societal standpoint to impose them. This paper demonstrates experimentally that Lagrangian duality brings significant benefits for these applications. In energy domains, the combination of Lagrangian duality and deep learning can be used to obtain state-of-the-art results to predict optimal power flows, in energy systems, and optimal compressor settings, in gas networks. In transprecision computing, Lagrangian duality can complement deep learning to impose monotonicity constraints on the predictor without sacrificing accuracy. Finally, Lagrangian duality can be used to enforce fairness constraints on a predictor and obtain state-of-the-art results when minimizing disparate treatments.

preprint2020arXiv

Large-Scale Zone-Based Evacuation Planning: Models, Algorithms, and Evaluation

In zone-based evacuation planning, the region to evacuate is divided into zones and each zone must be assigned a path to safety and departure times along the path. Zone-based evacuations are highly desirable in practice because they allow emergency services to communicate evacuation orders and to control the evacuation more accurately. Zone-based evacuations may also be combined with contraflows (to maximize the network capacities) and may impose additional constraints on the evacuation path (e,g,. path convergence) and the departure times (e.g., non-preemption). This paper presents a systematic study large-scale zone-based evacuation planning, both from an effectiveness and a computational standpoint. It reviews existing optimization algorithms, and presents new ones, and evaluates them, on a real, large-scale case study, both from a macroscopic standpoint and through microscopic simulations under a variety of assumptions. The results provide some unique perspectives on the strengths and weaknesses of each approach and the implications of evacuation functionalities. The paper also suggests new directions for future research in zone-based evacuation and beyond in order to address the fundamental challenges by emergency services around the world.

preprint2020arXiv

Pricing under a multinomial logit model with non linear network effects

We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the overall expected revenue and how the behaviour of the no purchase option is affected under variations of a network effect parameter. Where for example we prove that the market share for the no purchase option, is decreasing in terms of the value of the network effect, meaning that stronger communication among costumers increases the expected amount of sales. We also analyse how the customer's utility is altered when network effects are incorporated into the market, comparing the cases where both competitive and monopolistic prices are displayed. We use tools from stochastic approximation algorithms to prove that the probability of purchasing the available products converges to a unique stationary distribution. We model that the sellers can use this stationary distribution to establish their strategies. Finding that under those settings, a pure Nash Equilibrium represents the pricing strategies in the case of competition, and an optimal (that maximises the total revenue) fixed price characterise the case of collaboration.

preprint2020arXiv

Real-Time Dispatching of Large-Scale Ride-Sharing Systems: Integrating Optimization, Machine Learning, and Model Predictive Control

This paper considers the dispatching of large-scale real-time ride-sharing systems to address congestion issues faced by many cities. The goal is to serve all customers (service guarantees) with a small number of vehicles while minimizing waiting times under constraints on ride duration. This paper proposes an end-to-end approach that tightly integrates a state-of-the-art dispatching algorithm, a machine-learning model to predict zone-to-zone demand over time, and a model predictive control optimization to relocate idle vehicles. Experiments using historic taxi trips in New York City indicate that this integration decreases average waiting times by about 30% over all test cases and reaches close to 55% on the largest instances for high-demand zones.

preprint2019arXiv

Differential Privacy for Power Grid Obfuscation

The availability of high-fidelity energy networks brings significant value to academic and commercial research. However, such releases also raise fundamental concerns related to privacy and security as they can reveal sensitive commercial information and expose system vulnerabilities. This paper investigates how to release power networks where the parameters of transmission lines and transformers are obfuscated. It does so by using the framework of Differential Privacy (DP), that provides strong privacy guarantees and has attracted significant attention in recent years. Unfortunately, simple DP mechanisms often result in AC-infeasible networks. To address these concerns, this paper presents a novel differential privacy mechanism that guarantees AC-feasibility and largely preserves the fidelity of the obfuscated network. Experimental results also show that the obfuscation significantly reduces the potential damage of an attacker exploiting the release of the dataset.

preprint2019arXiv

Privacy-Preserving Obfuscation for Distributed Power Systems

This paper considers the problem of releasing privacy-preserving load data of a decentralized operated power system. The paper focuses on data used to solve Optimal Power Flow (OPF) problems and proposes a distributed algorithm that complies with the notion of Differential Privacy, a strong privacy framework used to bound the risk of re-identification. The problem is challenging since the application of traditional differential privacy mechanisms to the load data fundamentally changes the nature of the underlying optimization problem and often leads to severe feasibility issues. The proposed differentially private distributed algorithm is based on the Alternating Direction Method of Multipliers (ADMM) and guarantees that the released privacy-preserving data retains high fidelity and satisfies the AC power flow constraints. Experimental results on a variety of OPF benchmarks demonstrate the effectiveness of the approach.

preprint2019arXiv

Privacy-Preserving Obfuscation of Critical Infrastructure Networks

The paper studies how to release data about a critical infrastructure network (e.g., the power network or a transportation network) without disclosing sensitive information that can be exploited by malevolent agents, while preserving the realism of the network. It proposes a novel obfuscation mechanism that combines several privacy-preserving building blocks with a bi-level optimization model to significantly improve accuracy. The obfuscation is evaluated for both realism and privacy properties on real energy and transportation networks. Experimental results show the obfuscation mechanism substantially reduces the potential damage of an attack exploiting the released data to harm the real network.

preprint2019arXiv

Transfer-Expanded Graphs for On-Demand Multimodal Transit Systems

This paper considers a generalization of the network design problem for On-Demand Multimodal Transit Systems (ODMTS). An ODMTS consists of a selection of hubs served by high frequency buses, and passengers are connected to the hubs by on-demand shuttles which serve the first and last miles. This paper generalizes prior work by including three additional elements that are critical in practice. First, different frequencies are allowed throughout the network. Second, additional modes of transit (e.g., rail) are included. Third, a limit on the number of transfers per passenger is introduced. Adding a constraint to limit the number of transfers has a significant negative impact on existing Benders decomposition approaches as it introduces non-convexity in the subproblem. Instead, this paper enforces the limit through transfer-expanded graphs, i.e., layered graphs in which each layer corresponds to a certain number of transfers. A real-world case study is presented for which the generalized ODMTS design problem is solved for the city of Atlanta. The results demonstrate that exploiting the problem structure through transfer-expanded graphs results in significant computational improvements.

preprint2018arXiv

OptStream: Releasing Time Series Privately

Many applications of machine learning and optimization operate on data streams. While these datasets are fundamental to fuel decision-making algorithms, often they contain sensitive information about individuals and their usage poses significant privacy risks. Motivated by an application in energy systems, this paper presents OPTSTREAM, a novel algorithm for releasing differentially private data streams under the w-event model of privacy. OPTSTREAM is a 4-step procedure consisting of sampling, perturbation, reconstruction, and post-processing modules. First, the sampling module selects a small set of points to access in each period of interest. Then, the perturbation module adds noise to the sampled data points to guarantee privacy. Next, the reconstruction module reassembles non-sampled data points from the perturbed sample points. Finally, the post-processing module uses convex optimization over the private output of the previous modules, as well as the private answers of additional queries on the data stream, to improve accuracy by redistributing the added noise. OPTSTREAM is evaluated on a test case involving the release of a real data stream from the largest European transmission operator. Experimental results show that OPTSTREAM may not only improve the accuracy of state-of-the-art methods by at least one order of magnitude but also supports accurate load forecasting on the private data.