Panos Parpas

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 22

Top Topics

Convex Optimization

Top Venues

SIAM J. Imaging Sci.

Eur. J. Oper. Res.

Optim. Methods Softw.

Publications

Tony Lelièvre, Panos Parpas
Using Witten Laplacians to Locate Index-1 Saddle Points. SIAM J. Sci. Comput. 46 (2) (2024)
Anastasia Borovykh, Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints. SIAM J. Appl. Dyn. Syst. 23 (3) (2024)
Anastasia Borovykh, Nikolas Kantas, Panos Parpas, Greg Pavliotis
Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds. CoRR (2023)
Daniel Lengyel, Panos Parpas, Nikolas Kantas, Nicholas R. Jennings
Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation. CoRR (2023)
Berç Rustem, Panos Parpas
In Memoriam: Nicos Christofides (1942-2019). Oper. Res. Forum 3 (1) (2022)
Tony Lelièvre, Panos Parpas
Using Witten Laplacians to locate index-1 saddle points. CoRR (2022)
Chin Pang Ho, Michal Kocvara, Panos Parpas
Newton-type multilevel optimization method. Optim. Methods Softw. 37 (1) (2022)
Panos Parpas, Corey Muir
Predict Globally, Correct Locally: Parallel-in-Time Optimal Control of Neural Networks. CoRR (2019)
Batuhan Güler, Alexis Laignelet, Panos Parpas
Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations. CoRR (2019)
Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima? CoRR (2019)
Juan S. Campos, Ruth Misener, Panos Parpas
A multilevel analysis of the Lasserre hierarchy. Eur. J. Oper. Res. 277 (1) (2019)
Chin Pang Ho, Panos Parpas
Empirical risk minimization: probabilistic complexity and stepsize strategy. Comput. Optim. Appl. 73 (2) (2019)
Vahan Hovhannisyan, Yannis Panagakis, Panos Parpas, Stefanos Zafeiriou
Fast Multilevel Algorithms for Compressive Principal Component Pursuit. SIAM J. Imaging Sci. 12 (1) (2019)
Conor McMeel, Panos Parpas
Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions. CoRR (2019)
Juan S. Campos, Panos Parpas
A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems. SIAM J. Optim. 28 (1) (2018)
Panos Parpas, Daniel Ralph, Wolfram Wiesemann
Special issue: Optimization models and algorithms for data science. Math. Program. 167 (1) (2018)
Vahan Hovhannisyan, Yannis Panagakis, Stefanos Zafeiriou, Panos Parpas
Multilevel Approximate Robust Principal Component Analysis. ICCV Workshops (2017)
Panos Parpas, Berç Rustem, Wolfram Wiesemann
Guest Editorial. Optim. Methods Softw. 32 (4) (2017)
Panos Parpas
A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems. SIAM J. Sci. Comput. 39 (5) (2017)
Vahan Hovhannisyan, Panos Parpas, Stefanos Zafeiriou
MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization. SIAM J. Imaging Sci. 9 (4) (2016)
Radu Baltean-Lugojan, Panos Parpas
Robust Numerical Calibration for Implied Volatility Expansion Models. SIAM J. Financial Math. 7 (1) (2016)
Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem
A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem. J. Optim. Theory Appl. 170 (3) (2016)
Chin Pang Ho, Panos Parpas
On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes. SIAM Conf. on Control and its Applications (2015)
Vahan Hovhannisyan, Panos Parpas, Stefanos Zafeiriou
MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization. CoRR (2015)
Panos Parpas, Berk Ustun, Mort Webster, Quang Kha Tran
Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach. INFORMS J. Comput. 27 (2) (2015)
Panos Parpas, Wolfram Wiesemann
Editorial to computational techniques in management science. Comput. Manag. Sci. 11 (1-2) (2014)
Chin Pang Ho, Panos Parpas
Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm. SIAM J. Control. Optim. 52 (6) (2014)
Panos Parpas, Mort Webster
A stochastic multiscale model for electricity generation capacity expansion. Eur. J. Oper. Res. 232 (2) (2014)
Giuliano Casale, Carmelo Ragusa, Panos Parpas
A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines. CloudCom (2) (2013)
Gabriela Tavares, Panos Parpas
On the information-based complexity of stochastic programming. Oper. Res. Lett. 41 (6) (2013)
Fook Wai Kong, Panos Parpas, Berç Rustem
Sum of Non-Concave Utilities Maximization for MIMO Interference Systems. IEEE Trans. Wirel. Commun. 12 (4) (2013)
Panos Parpas, Mort Webster
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control. Autom. 49 (6) (2013)
Mort Webster, Nidhi Santen, Panos Parpas
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. Comput. Manag. Sci. 9 (3) (2012)
Panos Parpas, Wolfram Wiesemann
Editorial. Comput. Manag. Sci. 9 (3) (2012)
Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem
Solving MRF Minimization by Mirror Descent. ISVC (1) (2012)
Kai Ye, Panos Parpas, Berç Rustem
Robust portfolio optimization: a conic programming approach. Comput. Optim. Appl. 52 (2) (2012)
Polyxeni-Margarita Kleniati, Panos Parpas, Berç Rustem
Partitioning procedure for polynomial optimization. J. Glob. Optim. 48 (4) (2010)
Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos
Global optimization of robust chance constrained problems. J. Glob. Optim. 43 (2-3) (2009)
Panos Parpas, Berç Rustem, V. Wieland, Stanislav Zakovic
Mean and variance optimization of non-linear systems and worst-case analysis. Comput. Optim. Appl. 43 (2) (2009)
Panos Parpas, Berç Rustem
Convergence analysis of a global optimization algorithm using stochastic differential equations. J. Glob. Optim. 45 (1) (2009)
Dietmar Maringer, Panos Parpas
Global optimization of higher order moments in portfolio selection. J. Glob. Optim. 43 (2-3) (2009)
Angelos Tsoukalas, Panos Parpas, Berç Rustem
A smoothing algorithm for finite min-max-min problems. Optim. Lett. 3 (1) (2009)
Berç Rustem, Stanislav Zakovic, Panos Parpas
An interior point algorithm for continuous minimax: implementation and computation. Optim. Methods Softw. 23 (6) (2008)
Daniel Kuhn, Panos Parpas, Berç Rustem
Bound-based decision rules in multistage stochastic programming. Kybernetika 44 (2) (2008)
Panos Parpas, Berç Rustem
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems. INFORMS J. Comput. 19 (2) (2007)
Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos
Linearly Constrained Global Optimization and Stochastic Differential Equations. J. Glob. Optim. 36 (2) (2006)
Panos Parpas, Berç Rustem
Global Optimization of the Scenario Generation and Portfolio Selection Problems. ICCSA (3) (2006)