Panos Parpas

According to our database1, Panos Parpas authored at least 45 papers between 2006 and 2019.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.



In proceedings 
PhD thesis 




Fast Multilevel Algorithms for Compressive Principal Component Pursuit.
SIAM J. Imaging Sci., 2019

A multilevel analysis of the Lasserre hierarchy.
Eur. J. Oper. Res., 2019

Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations.
CoRR, 2019

Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions.
CoRR, 2019

The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima?
CoRR, 2019

Predict Globally, Correct Locally: Parallel-in-Time Optimal Control of Neural Networks.
CoRR, 2019

Empirical risk minimization: probabilistic complexity and stepsize strategy.
Comput. Optim. Appl., 2019

A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems.
SIAM J. Optim., 2018

Special issue: Optimization models and algorithms for data science.
Math. Program., 2018

A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems.
SIAM J. Sci. Comput., 2017

Guest Editorial.
Optim. Methods Softw., 2017

Multilevel Approximate Robust Principal Component Analysis.
Proceedings of the 2017 IEEE International Conference on Computer Vision Workshops, 2017

MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization.
SIAM J. Imaging Sci., 2016

Robust Numerical Calibration for Implied Volatility Expansion Models.
SIAM J. Financial Math., 2016

A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem.
J. Optim. Theory Appl., 2016

Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach.
INFORMS J. Comput., 2015

MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization.
CoRR, 2015

On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes.
Proceedings of the 2015 Proceedings of the Conference on Control and its Applications, 2015

Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm.
SIAM J. Control. Optim., 2014

A stochastic multiscale model for electricity generation capacity expansion.
Eur. J. Oper. Res., 2014

Editorial to computational techniques in management science.
Comput. Manag. Sci., 2014

Sum of Non-Concave Utilities Maximization for MIMO Interference Systems.
IEEE Trans. Wirel. Commun., 2013

On the information-based complexity of stochastic programming.
Oper. Res. Lett., 2013

A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control.
Autom., 2013

A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines.
Proceedings of the IEEE 5th International Conference on Cloud Computing Technology and Science, 2013

Robust portfolio optimization: a conic programming approach.
Comput. Optim. Appl., 2012

An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty.
Comput. Manag. Sci., 2012

Comput. Manag. Sci., 2012

Solving MRF Minimization by Mirror Descent.
Proceedings of the Advances in Visual Computing - 8th International Symposium, 2012

Partitioning procedure for polynomial optimization.
J. Glob. Optim., 2010

Maximum Entropy and Game Theory.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Laplace Method and Applications to Optimization Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Global Optimization Algorithms for Financial Planning Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Duality Gaps in Nonconvex Optimization.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

A smoothing algorithm for finite min-max-min problems.
Optim. Lett., 2009

Global optimization of robust chance constrained problems.
J. Glob. Optim., 2009

Convergence analysis of a global optimization algorithm using stochastic differential equations.
J. Glob. Optim., 2009

Global optimization of higher order moments in portfolio selection.
J. Glob. Optim., 2009

Mean and variance optimization of non-linear systems and worst-case analysis.
Comput. Optim. Appl., 2009

An interior point algorithm for continuous minimax: implementation and computation.
Optim. Methods Softw., 2008

Bound-based decision rules in multistage stochastic programming.
Kybernetika, 2008

Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems.
INFORMS J. Comput., 2007

Linearly Constrained Global Optimization and Stochastic Differential Equations.
J. Glob. Optim., 2006

Global Optimization of the Scenario Generation and Portfolio Selection Problems.
Proceedings of the Computational Science and Its Applications, 2006