dc.contributor |
Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa |
dc.contributor |
Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització |
dc.contributor.author |
Castro Pérez, Jordi |
dc.contributor.author |
Cuesta Andrea, Jordi |
dc.date |
2011-03 |
dc.identifier.citation |
Castro, J.; Cuesta, J. "Solving $L_1$-CTA in 3D tables by an interior-point method for primal block-angular problems". 2011. |
dc.identifier.uri |
http://hdl.handle.net/2117/14438 |
dc.language.iso |
eng |
dc.relation |
DR 2011/01 |
dc.relation |
http://www-eio.upc.es/~jcastro/publications/reports/dr2011-01.pdf |
dc.rights |
Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights |
info:eu-repo/semantics/openAccess |
dc.rights |
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject |
Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització |
dc.subject |
Mathematical optimization |
dc.subject |
Optimització matemàtica |
dc.subject |
Classificació INSPEC::Optimisation |
dc.title |
Solving $L_1$-CTA in 3D tables by an interior-point method for primal block-angular problems |
dc.type |
info:eu-repo/semantics/draft |
dc.type |
info:eu-repo/semantics/report |
dc.description.abstract |
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. |