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Solving $L_1$-CTA in 3D tables by an interior-point method for primal block-angular problems
Castro Pérez, Jordi; Cuesta Andrea, Jordi
Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa; Universitat Politècnica de Catalunya. GNOM - Grup d´Optimització Numèrica i Modelització
The purpose of the field of statistical disclosure control is to avoid that no confidential information can be derived from statistical data released by, mainly, national statistical agencies. Controlled tabular adjustment (CTA) is an emerging technique for the protection of statistical tabular data. Given a table to be protected, CTA looks for the closest safe table. In this work we focus on CTA for three-dimensional tables using the L1 norm for the distance between the original and protected tables. Three L1-CTA models are presented, giving rise to six different primal block-angular structures of the constraint matrices. The resulting linear programming problems are solved by a specialized interior-point algorithm for this constraints structure, which solves the normal equations by a combination of Cholesky factorization and preconditioned conjugate gradients (PCG). In the past this algorithm shown to be one of the most efficient approaches for some classes of block-angular problems. The effect of quadratic regularizations is also analyzed, showing that for three of the six primal block-angular structures the performance of PCG is guaranteed to improve. Computational results are reported for a set of large instances, which provide linear optimization problems of up to 50 millions of variables and 25 millions of constraints. The specialized interior-point algorithm is compared with the state-of-the-art barrier solver of the CPLEX 12.1 package, showing to be a more efficient choice for very large L1-CTA instances.
Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització
Mathematical optimization
Optimització matemàtica
Classificació INSPEC::Optimisation
Attribution-NonCommercial-NoDerivs 3.0 Spain
Article - Draft

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