Two-Stage Eagle Strategy with Differential Evolution

Efficiency of an optimization process is largely determined by the search algorithm and its fundamental characteristics. In a given optimization, a single type of algorithm is used in most applications. In this paper, we will investigate the Eagle Strategy recently developed for global optimization, which uses a two-stage strategy by combing two different algorithms to improve the overall search efficiency. We will discuss this strategy with differential evolution and then evaluate their performance by solving real-world optimization problems such as pressure vessel and speed reducer design. Results suggest that we can reduce the computing effort by a factor of up to 10 in many applications

Convex Optimization for Linear Query Processing under Approximate Differential Privacy

Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated aggregates as a batch, using an appropriate \emph{strategy}, may yield higher accuracy than computing each of them independently. However, finding the best strategy that maximizes result accuracy is non-trivial, as it involves solving a complex constrained optimization program that appears to be non-linear and non-convex. Hence, in the past much effort has been devoted in solving this non-convex optimization program. Existing approaches include various sophisticated heuristics and expensive numerical solutions. None of them, however, guarantees to find the optimal solution of this optimization problem. This paper points out that under ($\epsilon$, $\delta$)-differential privacy, the optimal solution of the above constrained optimization problem in search of a suitable strategy can be found, rather surprisingly, by solving a simple and elegant convex optimization program. Then, we propose an efficient algorithm based on Newton's method, which we prove to always converge to the optimal solution with linear global convergence rate and quadratic local convergence rate. Empirical evaluations demonstrate the accuracy and efficiency of the proposed solution.Comment: to appear in ACM SIGKDD 201