366 citations · 2k across the 43 of their papers we have counts for
31 papers · 1 filter
High-Resolution Inertial Dynamics with Time-Rescaled Gradients for Nonsmooth Convex Optimization
Manh Hung Le, Andrea Simonetto
We study nonsmooth convex minimization through a continuous-time dynamical system that can be seen as a high-resolution ODE of Nesterov Accelerated Gradient (NAG) adapted to the no…
Nonlinear Optimization Filters for Stochastic Time-Varying Convex Optimization
Andrea Simonetto, Paolo Massioni
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 in…
Optimal Power Flow Pursuit in the Alternating Current Model
Jie Liu, Antonio Bellon, Andrea Simonetto +2
Transmission-constrained problems in power systems can be cast as polynomial optimization problems whose coefficients vary over time. We consider the complications therein and sugg…
Achievement and Fragility of Long-term Equitability
Andrea Simonetto, Ivano Notarnicola
Equipping current decision-making tools with notions of fairness, equitability, or other ethically motivated outcomes, is one of the top priorities in recent research efforts in ma…
Personalized incentives as feedback design in generalized Nash equilibrium problems
Filippo Fabiani, Andrea Simonetto, Paul J. Goulart
We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be poten…
Learning equilibria with personalized incentives in a class of nonmonotone games
Filippo Fabiani, Andrea Simonetto, Paul J. Goulart
We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential func…
Time-Varying Optimization of Networked Systems with Human Preferences
Ana M. Ospina, Andrea Simonetto, Emiliano Dall'Anese
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objec…
Distributed Prediction-Correction ADMM for Time-Varying Convex Optimization
Nicola Bastianello, Andrea Simonetto, Ruggero Carli
This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which…
Time-Varying Convex Optimization: Time-Structured Algorithms and Applications
Andrea Simonetto, Emiliano Dall'Anese, Santiago Paternain +2
Optimization underpins many of the challenges that science and technology face on a daily basis. Recent years have witnessed a major shift from traditional optimization paradigms g…
Personalized Demand Response via Shape-Constrained Online Learning
Ana M. Ospina, Andrea Simonetto, Emiliano Dall'Anese
This paper formalizes a demand response task as an optimization problem featuring a known time-varying engineering cost and an unknown (dis)comfort function. Based on this model, t…
Extrapolation-based Prediction-Correction Methods for Time-varying Convex Optimization
Nicola Bastianello, Ruggero Carli, Andrea Simonetto
In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of…
Optimization and Learning with Information Streams: Time-varying Algorithms and Applications
Emiliano Dall'Anese, Andrea Simonetto, Stephen Becker +1
There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniq…
Inexact Online Proximal-gradient Method for Time-varying Convex Optimization
Amirhossein Ajalloeian, Andrea Simonetto, Emiliano Dall'Anese
This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient…
Personalized Optimization with User's Feedback
Andrea Simonetto, Emiliano Dall'Anese, Julien Monteil +1
This paper develops an online algorithm to solve a time-varying optimization problem with an objective that comprises a known time-varying cost and an unknown function. This proble…
On the Convergence of the Inexact Running Krasnosel'skii-Mann Method
Emiliano Dall'Anese, Andrea Simonetto, Andrey Bernstein
This paper leverages a framework based on averaged operators to tackle the problem of tracking fixed points associated with maps that evolve over time. In particular, the paper con…
Prediction-Correction Splittings for Nonsmooth Time-Varying Optimization
Nicola Bastianello, Andrea Simonetto, Ruggero Carli
We address the solution of time-varying optimization problems characterized by the sum of a time-varying strongly convex function and a time-invariant nonsmooth convex function. We…
Real-time City-scale Ridesharing via Linear Assignment Problems
Andrea Simonetto, Julien Monteil, Claudio Gambella
In this paper, we propose a novel, computational efficient, dynamic ridesharing algorithm. The beneficial computational properties of the algorithm arise from casting the rideshari…
Prediction-Correction for Nonsmooth Time-Varying Optimization via Forward-Backward Envelopes
Nicola Bastianello, Andrea Simonetto, Ruggero Carli
We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the…
Dynamic Distribution State Estimation Using Synchrophasor Data
Jianhan Song, Emiliano Dall'Anese, Andrea Simonetto +1
The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measuremen…
Pursuit of Low-Rank Models of Time-Varying Matrices Robust to Sparse and Measurement Noise
Albert Akhriev, Jakub Marecek, Andrea Simonetto
In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``spars…
Time-Varying Optimization: Algorithms and Engineering Applications
Andrea Simonetto
This is the write-up of the talk I gave at the 23rd International Symposium on Mathematical Programming (ISMP) in Bordeaux, France, July 6th, 2018. The talk was a general overview…
Online Primal-Dual Methods with Measurement Feedback for Time-Varying Convex Optimization
Andrey Bernstein, Emiliano Dall'Anese, Andrea Simonetto
This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints…
Dual Prediction-Correction Methods for Linearly Constrained Time-Varying Convex Programs
Andrea Simonetto
Devising efficient algorithms to solve continuously-varying strongly convex optimization programs is key in many applications, from control systems to signal processing and machine…
An Incentive-Based Online Optimization Framework for Distribution Grids
Xinyang Zhou, Emiliano Dall'Anese, Lijun Chen +1
This paper formulates a time-varying social-welfare maximization problem for distribution grids with distributed energy resources (DERs) and develops online distributed algorithms…