1. Two-Stage Optimisation in the Design of Boolean Functions John A Clark and Jeremy L Jacob Dept. of Computer Science University of York, UK jac@cs.york.ac.uk jeremy@cs.york.ac.uk

2. Overview Optimisation general introduction hill-climbing simulated annealing. Boolean function design (reprise) Experimental approach and results. Conclusions and future work.

3. Optimisation Subject of huge practical importance. An optimisation problem may be stated as follows: Find the value x that maximises the function z(y) over D. Given a domain D and a function z: D   find x in D such that z(x)=sup{z(y): y in D}

4. Optimisation Traditional optimisation techniques include: calculus (e.g. solve differential equations for extrema) f(x)= -3 x 2 +6x solve f '(x)=-6x+6=0 to obtain x=1 with maximum f(x)=3 hill-climbing: inspired by notion of calculus gradient ascent etc. (quasi-) enumerative: brute force (a crypto-favourite) linear programming branch and bound dynamic programming

5. Optimisation Problems Traditional techniques not without their problems assumptions may simply not hold e.g. non-differentiable discontinuous functions non-linear functions problem may suffer from ‘ curse (joy?) of dimensionality ’ - the problem is simply too big to handle exactly (e.g. by brute force or dynamic programming). NP hard problems. Some techniques may tend to get stuck in local optima for non- linear problems (see later) The various difficulties have led researchers to investigate the use of heuristic techniques typically inspired by natural processes that typically give good solutions to optimisation problems (but forego guarantees).

6. Heuristic Optimisation A variety of techniques have been developed to deal with non-linear and discontinuous problems highest profile one is probably genetic algorithms works with a population of solutions and breeds new solutions by aping the processes of natural reproduction Darwinian survival of the fittest proven very robust across a huge range of problems can be very efficient Simulated annealing - a local search technique based on cooling processes of molten metals (used in this paper) Will illustrate problems with non-linearity and then describe simulated annealing.

7. Local Optimisation - Hill Climbing Let the current solution be x. Define the neighbourhood N(x) to be the set of solutions that are ‘close’ to x If possible, move to a neighbouring solution that improves the value of z(x), otherwise stop. Choose any y as next solution provided z(y) >= z(x) loose hill-climbing Choose y as next solution such that z(y)=sup{z(v): v in N(x)} steepest gradient ascent

8. Local Optimisation - Hill Climbing x0x0 x1x1 x2x2 z(x) Neighbourhood of a point x might be N(x)={x+1,x-1} Hill-climb goes x 0  x 1  x 2 since f(x 0 ) f(x 3 ) and gets stuck at x 2 (local optimum) x opt Really want to obtain x opt x3x3

9. Simulated Annealing x0x0 x1x1 x2x2 z(x) Allows non-improving moves so that it is possible to go down x 11 x4x4 x5x5 x6x6 x7x7 x8x8 x9x9 x 10 x 12 x 13 x in order to rise again to reach global optimum

10. Simulated Annealing Allows non-improving moves to be taken in the hope of escaping from local optimum. Previous slide gives idea. In practice the size of the neighbourhood may be very large and a candidate neighbour is typically selected at random. Quite possible to accept a worsening move when an improving move exists.

11. Simulated Annealing Improving moves always accepted Non-improving moves may be accepted probabilistically and in a manner depending on the temperature parameter Temp. Loosely the worse the move the less likely it is to be accepted a worsening move is less likely to be accepted the cooler the temperature The temperature T starts high and is gradually cooled as the search progresses. Initially virtually anything is accepted, at the end only improving moves are allowed (and the search effectively reduces to hill- climbing)

12. Simulated Annealing Current candidate x. At each temperature consider 400 moves Always accept improving moves Accept worsening moves probabilistically. Gets harder to do this the worse the move. Gets harder as Temp decreases. Temperature cycle

13. Crypto and Heuristic Optimisation Most work on cryptanalysis attacking variety of simple ciphers - simple substitution and transposition through poly-alphabetic ciphers etc. more recent work in attacking NP hard problems But perhaps most successful work has been in design of cryptographic elements. Most work is rather direct in its application.

14. Boolean Function Design A Boolean function For present purposes we shall use the polar representation 000 001 010 011 100 101 110 111 0 1 2 3 4 5 6 7 1 01 01 01 1 01 1 1 f(x) x Will talk only about balanced functions where there are equal numbers of 1s and -1s.

15. Preliminary Definitions Definitions relating to a Boolean function f of n variables Walsh Hadamard Linear function L  (x)=  1 x 1  …   n x n L  (x)=(-1) L  (x) (polar form)

16. Preliminary Definitions Non-linearity Auto-correlation For present purposes we need simply note that these can be easily evaluated given a function f. They can therefore be used as the functions to be optimised. Traditionally they are. AC f =max |  f(x)f(x+s) | x s

17. Using Parseval’s Theorem Parseval’s Theorem Loosely, push down on F(  ) 2 for some particular  and it appears elsewhere. Suggests that arranging for uniform values of F(  ) 2 will lead to good non-linearity. This is the initial motivation for our new cost function. NEW FUNCTION!

18. Moves Preserving Balance Start with balanced (but otherwise random) solution. Move strategy preserves balance Neighbourhood of a particular function f to be the set of all functions obtained by exchanging (flipping) any two dissimilar values. Here we have swapped f(2) and f(4) 000 001 010 011 100 101 110 111 0 1 2 3 4 5 6 7 1 01 01 01 1 01 1 1 f(x) x 1 1 1 g(x) 1

19. Getting in the Right Area Previous work (QUT) has shown strongly Heuristic techniques can be very effective for cryptographic design synthesis Boolean function, S-box design etc Hill-climbing works far better than random search Combining heuristic search and hill-climbing generally gives best results Aside – notion applies more generally too - has led to development of memetic algorithms in GA work. GAs known to be robust but not suited for ‘fine tuning’. We will adopt this strategy too: use simulated annealing to get in the ‘right area’ then hill-climb. But we will adopt the new cost function for the first stage.

20. Hill-climbing With Traditional CF (n=8)

21. Varying the Technique (n=8) Non-linearity Autocorrelation Simulated Annealing With Traditional CF Simulated Annealing With New CF Simulated Annealing With New CF+ Hill Climbing With Traditional CF

22. Tuning the Technique Experience has shown that experimentation is par for the course with optimisation. Initial cost function motivated by theory but the real issue is how the cost function and search technique interact. Have generalised the initial cost function to give a parametrised family of new cost functions Cost(f)=  ||F(  )|-(2 n/2 +K)| R

23. Tuning the Technique (n=8) Non-linearity Autocorrelation Illustration of how results change as K is varied 400 runs

24. Tuning the Technique (n=8) Non-linearity Autocorrelation Further illustration of how results change as K is varied. 100 Runs

25. Comparison of Results

26. Summary and Conclusions Have shown that local search can be used effectively for a cryptographic non-linear optimisation problem - Boolean Function Design. ‘Direct’ cost functions not necessarily best. Cost function is a means to an end. Whatever works will do. Cost function efficacy depends on problem, problem parameters, and the search technique used. You can take short cuts with annealing parameters (and computationally there may be little choice) Experimentation is highly beneficial should look to engaging theory more?

27. Future Work Opportunities for expansion: detailed variation of parameters use of more efficient annealing processes (e.g. thermostatistical annealing). evolution of artefacts with hidden properties (you do not need to be honest - e.g. develop S-Boxes with hidden trapdoors) experiment with different cost function families multiple criteria etc. evolve sets of Boolean functions other local techniques (e.g. tabu search, TS) more generally, when do GAs, SA, TS work best? investigate non-balanced functions.