Andrea Simonetto’s research while affiliated with Institut Polytechnique de Paris and other places

We look at a stochastic time‐varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be seen as a nonlinear dynamical system and a measurement equation, respectively, yielding the notion of nonlinear filter design. The optimization algorithms are then based on an extended Kalman filter in the unconstrained case, and on a bilinear matrix inequality condition in the constrained case. Some special cases and variations are discussed, notably the case of parametric filters, yielding certificates based on LPV analysis and, if one wishes, matrix sum‐of‐squares relaxations. Supporting numerical results are presented from real data sets in ride‐hailing scenarios. The results are encouraging, especially when predictions are accurate, a case which is often encountered in practice when historical data is abundant.

We study how to construct optimization problems whose outcome are sets of feasible, close-to-optimal decisions for human users to pick from, instead of a single, hardly explainable “optimal” directive. In particular, we explore two complementary ways to render convex optimization problems stemming from cyber-physical applications “flexible”. In doing so, the optimization outcome is a trade off between engineering best and flexibility for the users to decide to do something slightly different. The first method is based on robust optimization and convex reformulations. The second one is stochastic and inspired from stochastic optimization with decision-dependent distributions.

We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision a scenario in which the formal expression of the underlying potential function is not available, and we design a semi-decentralized Nash equilibrium seeking algorithm. In the proposed two-layer scheme, a coordinator iteratively integrates possibly noisy and sporadic agents' feedback to learn the pseudo-gradients of the agents, and then design personalized incentives for them. On their side, the agents receive those personalized incentives, compute a solution to an extended game, and then return feedback measurements to the coordinator. In the stationary setting, our algorithm returns a Nash equilibrium in case the coordinator is endowed with standard learning policies, while it returns a Nash equilibrium up to a constant, yet adjustable, error in the time-varying case. As a motivating application, we consider the ride-hailing service provided by several competing companies with mobility as a service orchestration, necessary to both handle competition among firms and avoid traffic congestion.

Governments, regulatory bodies, and manufacturers are proposing plans to accelerate the adoption of electric vehicles (EVs), with the goal of reducing the impact of greenhouse gases and pollutants from internal combustion engines on human health and climate change. In this context, the paper considers a scenario where ride-sharing enterprises utilize a 100%-electrified fleet of vehicles, and seeks responses to the following key question: How can renewable-based EV charging be maximized without disrupting the quality of the ride-sharing services? We propose a new mechanism to promote EV charging during hours of high renewable generation, and we introduce the concept of charge request, which is issued by a power utility company. Our mechanism is inspired by a game-theoretic approach where the power utility company proposes incentives and the ride-sharing platform assigns vehicles to both ride and charge requests; the bargaining mechanism leads to prices and EV assignments that are aligned with the notion of Nash equilibria. Numerical results show that it is possible to shift the EV charging during periods of high renewable generation and adapt to intermittent generation while minimizing the impact on the quality of service. The paper also investigates how the users’ willingness to ride-share affects the charging strategy and the quality of service.

Variational quantum algorithms have been advocated as promising candidates to solve combinatorial optimization problems on near-term quantum computers. Their methodology involves transforming the optimization problem into a quadratic unconstrained binary optimization (QUBO) problem. While this transformation offers flexibility and a ready-to-implement circuit involving only two-qubit gates, it has been shown to be less than optimal in the number of employed qubits and circuit depth, especially for polynomial optimization. On the other hand, strategies based on higher-order binary optimization (HOBO) could save qubits, but they would introduce additional circuit layers, given the presence of higher-than-two-qubit gates. In this paper, we study HOBO problems and propose new approaches to encode their Hamiltonian into a ready-to-implement circuit involving only two-qubit gates. Our methodology relies on formulating the circuit design as a combinatorial optimization problem, in which we seek to minimize circuit depth. We also propose handy simplifications and heuristics that can solve the circuit design problem in polynomial time. We evaluate our approaches by comparing them with the state of the art, showcasing clear gains in terms of circuit depth.

Governments, regulatory bodies, and manufacturers are proposing plans to accelerate the adoption of electric vehicles (EVs), with the goal of reducing the impact of greenhouse gases and pollutants from internal combustion engines on climate change. In this context, the paper considers a scenario where ride-sharing enterprises utilize a 100%-electrified fleet of vehicles, and seeks responses to the following key question: How can renewable-based EV charging be maximized without disrupting the quality of the ride-sharing services? We propose a new mechanism to promote EV charging during hours of high renewable generation, and we introduce the concept of charge request, which is issued by a power utility company. Our mechanism is inspired by a game-theoretic approach where the power utility company proposes incentives and the ride-sharing platform assigns vehicles to both ride and charge requests; the bargaining mechanism leads to prices and EV assignments that are aligned with the notion of Nash equilibria. Numerical results show that it is possible to shift the EV charging during periods of high renewable generation and adapt to intermittent generation while minimizing the impact on the quality of service. The paper also investigates how the users' willingness to ride-share affects the charging strategy and the quality of service.

Modern socio-technical systems, such as smart energy grids, ride-hailing services, or digital marketplaces, typically consist of many interconnected users and competing service providers. Within these systems, notions like market equilibrium are tightly connected to the ``evolution'' of the network of users. In this paper, we model the users' state and dynamics as a linear dynamical system, and the service providers as agents taking part to a generalized Nash game, whose outcome coincides with the input of the users' dynamics. We are thus able to characterize the notion of co-evolution of the market and the network dynamics and derive conditions leading to a pertinent notion of equilibrium. These conditions are based on dissipativity arguments and yield easy-to-check linear matrix inequalities. We then turn the problem into a control one: how can we incentivize or penalize the service providers acting as little as possible to steer the whole network to a desirable outcome? This so-called light-touch policy design problem can be solved through bilinear matrix inequalities. We also provide a dimensionality-reduction procedure, which offers network-size independent conditions and design tools. Finally, we illustrate our novel notions and algorithms on a simulation setup stemming from digital market regulations for influencers, a topic of growing interest.