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Yao's Millionaires' Problem
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Yao's Millionaires' problem is a secure multi-party computation problem which was introduced in 1982 by computer scientist and computational theorist Andrew Yao. The problem discusses two millionaires, Alice and Bob, who are interested in knowing which of them is richer without revealing their actual wealth. This problem is analogous to a more general problem where there are two numbers a and b and the goal is to determine whether the inequality ab is true or false without revealing the actual values of a and b. The Millionaires' Problem is an important problem in cryptography, the solution of which is used in e-commerce and data mining. Commercial applications sometimes have to compare numbers which are confidential and whose security is important. Many solutions have been introduced for the problem, among which the first solution, presented by Yao himself, was exponential in time and space.

multi-party computation security exponential

1. Protocols and Proof

1.1. The Protocol of Hsiao-Ying Lin and Wen-Guey Tzeng[1]

Let s=snsn1s1{0,1}n be a binary string of length n.

Denote 0-encoding of s as Ss0={snsn1si+11| si=0;1in} and 1-encoding of s as Ss1={snsn1si| si=1;1in}.

Then, the protocol is based on the following claim: Assume a and b are binary strings of length n-bits. Then, a>b if the sets Sa1 and Sb0 have a common element (where here a and b are the binary encodings of the corresponding integers).

The protocol leverages this idea into a practical solution to Yao's Millionaires' problem by performing a private set intersection between Sa1 and Sb0.

1.2. The Protocol of Loannidis & Ananth[2]

The protocol uses a variant of oblivious transfer, called 1-2 oblivious transfer. In that transfer one bit is transferred in the following way: a sender has two bits S0 and S1. The receiver chooses i{0,1} and the sender sends Si with the oblivious transfer protocol such that

  1. the receiver doesn't get any information about S(1i),
  2. the value of i is not exposed to the sender.

To describe the protocol, Alice's number is indicated as a and Bob's number as b and assume that the length of their binary representation is less than d for some dN. The protocol takes the following steps.

  1. Alice creates a matrix K of size d×2 of k-bit numbers, where k is the length of the key in the oblivious transfer protocol. In addition, she chooses two random numbers u and v where 0u<2k and vk.
  2. Kijl will be the l-th bit of the number which appears in cell Kij (where l=0 indicates the least significant bit). In addition, ai is denoted as the i-th bit of Alice's number a. For every i, 1id Alice does the following actions.
    1. For every bit jv she sets Ki1j and Ki2j to random bits.
    2. If ai=1 let l=1 otherwise let l=2 and for every j,0j2i1 set Kilj to a random bit.
    3. For m=2i set Kil(m+1)=1 and Kilm to ai.
    4. For every i,1i<d, Si will be a random k-bit number and Sd will be another number of k bits where all bits except the last two are random and the last two are calculated as Sd(k1)=1j=1d1Sj(k1)j=1dKj1(k1) and Sd(k2)=1j=1d1Sj(k2)j=1dKj1(k2), where is the bitwise XOR operation.
    5. For l=1,2 set Kij=rot(KilSi,u). Where rot(x,t) indicates the bitwise rotation of x to the left by t bits.
  3. For every i, 0id Bob transfers Kil with the oblivious transfer protocol where l=bi+1 and bi is the i-th bit of b.
  4. Alice sends to Bob N=rot(j=1dSj,u).
  5. Bob calculates the bitwise XOR of all the numbers he got in step 3 and N from step 4. Bob scans the result from left to right until he finds a large sequence of zero bits. Let c be the bit to the right of that sequence (c is non zero). If the bit to the right of c equals 1 then ab. otherwise a<b.

1.3. Proof

Correctness

Bob calculates the final result from Ni=1dKi(bi+1)=rol(i=1dKi(bi+1),u) and the result depends on c=i=1dKi(bi+1). K and therefore c as well, can be split into 3 parts. The left part doesn't affect the result. The right part has all the important information and in the middle there is a sequence of zeros what separate those two parts. The length of each partition of c is linked to the security scheme.

For every i, only one of Ki1,Ki2 has non zero right part and it is Ki1 if ai=1 and Ki2 otherwise. In addition, if i>j and Kil has a non zero right part then KilKjl has also a non zero right part and the two leftmost bits of this right part will be the same as the one of Ail. As a result, the right part of c is a function of the entries Bob transferred correspond to the unique bits in a and b and the only bits in the right part in c which are not random are the two leftmost, Exactly the bits which determines the result of ai>bi where i is the highest order bit in which a and b differ. In the end, if ai>bi then those two leftmost bits will be 11 and Bob will answer that ab. If the bits are 10 then ai<bi and he will answer a<b. If a=b then there will be no right part in c and in this case the two leftmost bits in c will be 11 and will indicate the result.

Security

The information Bob sends to Alice is secure because it is sent through oblivious transfer which is secure.

Bob gets 3 numbers from Alice,

  1. rol(Ki(1+bi)Si,u) for every i Bob receives one such number and Si is random so no secure information is transformed,
  2. N, This is an XOR of random numbers and therefore reveals no information. The relevant information is revealed only after calculating c and,
  3. c, The same goes for c. The left part of c is random and the right part is random as well except from the two leftmost bits. Deducing any information from those bits requires guessing some other values and the chance of guessing them correct is very low.

1.4. Complexity

The complexity of the protocol is O(d2). Alice constructs d length number for each bit of a and Bob calculates XOR d times of d length numbers. The complexity of those operations is O(d2). The communication part takes also O(d2). Therefore, the complexity of the protocol is O(d2).

References

  1. Lin, Hsiao-Ying; Tzeng, Wen-Guey (2005-06-07) (in en). An Efficient Solution to the Millionaires' Problem Based on Homomorphic Encryption. Lecture Notes in Computer Science. 3531. 456–466. doi:10.1007/11496137_31. ISBN 978-3-540-26223-7.  https://dx.doi.org/10.1007%2F11496137_31
  2. Ioannidis, I.; Grama, A. (2003) (in en-US). An efficient protocol for Yao's millionaires' problem. IEEE. doi:10.1109/hicss.2003.1174464. ISBN 978-0769518749.  https://dx.doi.org/10.1109%2Fhicss.2003.1174464
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