Panos Parpas

发表

Hydraulic Resilience Index for the Critical Link Analysis of Multi-feed Water Distribution Networks☆

Ivan Stoianov, Manuel Herrera, Robert Wright, 2015 .

Global Optimization Algorithms for Financial Planning Problems

Berç Rustem, Panos Parpas, B. Rustem, 2009, Encyclopedia of Optimization.

Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions pdf

Panos Parpas, Conor McMeel, P. Parpas, 2019, ArXiv.

A stochastic multiscale model for electricity generation capacity expansion

Panos Parpas, Mort Webster, M. Webster, 2013, Eur. J. Oper. Res..

Editorial

Wolfram Wiesemann, Panos Parpas, W. Wiesemann, 2012, Computational Management Science.

Sum of Non-Concave Utilities Maximization for MIMO Interference Systems

Berç Rustem, Fook Wai Kong, Panos Parpas, 2013, IEEE Transactions on Wireless Communications.

Exploring Optimal Pump Scheduling in Water Distribution Networks with Branch and Bound Methods

Edo Abraham, Ivan Stoianov, Panos Parpas, 2016, Water Resources Management.

Sequential Convex Optimization for Detecting and Locating Blockages in Water Distribution Networks

Filippo Pecci, Ivan Stoianov, Panos Parpas, 2020 .

Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems

Berç Rustem, Panos Parpas, B. Rustem, 2007, INFORMS J. Comput..

A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems

Panos Parpas, P. Parpas, 2017, SIAM J. Sci. Comput..

Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems

Berç Rustem, Panos Parpas, B. Rustem, 2009, Encyclopedia of Optimization.

Robust Numerical Calibration for Implied Volatility Expansion Models

Panos Parpas, Radu Baltean-Lugojan, P. Parpas, 2016, SIAM J. Financial Math..

On stochastic mirror descent with interacting particles: convergence properties and variance reduction

Grigorios A. Pavliotis, Nikolas Kantas, Panos Parpas, 2020 .

Predict Globally, Correct Locally: Parallel-in-Time Optimal Control of Neural Networks pdf

Panos Parpas, Corey Muir, P. Parpas, 2019, ArXiv.

Putting ExTASY in charge of an arduous computational challenge

Shantenu Jha, Cecilia Clementi, Benedict Leimkuhler, 2014 .

Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm

Panos Parpas, Chin Pang Ho, 2014, SIAM J. Control. Optim..

Dynamic Topology in Water Distribution Networks

Ivan Stoianov, Robert Wright, Panos Parpas, 2014 .

A Pricing Mechanism for Resource Management in Grid Computing

Berç Rustem, Panos Parpas, B. Rustem, 2008 .

Extending the Envelope of Demand Response Provision though Variable Speed Pumps

Edo Abraham, Ivan Stoianov, Panos Parpas, 2017 .

Multilevel Approximate Robust Principal Component Analysis

Stefanos Zafeiriou, Yannis Panagakis, Panos Parpas, 2017, 2017 IEEE International Conference on Computer Vision Workshops (ICCVW).

Optimized Control of Pressure Reducing Valves in Water Distribution Networks with Dynamic Topology

Edo Abraham, Ivan Stoianov, Robert Wright, 2015 .

Convergence analysis of a global optimization algorithm using stochastic differential equations

Berç Rustem, Panos Parpas, B. Rustem, 2009, J. Glob. Optim..

On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes

Panos Parpas, Chin Pang Ho, C. Ho, 2015, SIAM Conf. on Control and its Applications.

Mean and variance optimization of non–linear systems and worst–case analysis

Berç Rustem, Panos Parpas, Stanislav Zakovic, 2009, Comput. Optim. Appl..

Fast Multilevel Algorithms for Compressive Principal Component Pursuit

Stefanos Zafeiriou, Yannis Panagakis, Panos Parpas, 2019, SIAM J. Imaging Sci..

Global Optimisation Using Back-Tracking and Stochastic Methods

Panos Parpas, Karol Pysniak, 2013 .

A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines

Giuliano Casale, Carmelo Ragusa, Panos Parpas, 2013, 2013 IEEE 5th International Conference on Cloud Computing Technology and Science.

Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach

Berk Ustun, Panos Parpas, Mort Webster, 2015, INFORMS J. Comput..

Option Pricing with Linear Programming

Napat Rujeerapaiboon, Daniel Kuhn, Panos Parpas, 2012 .

Robust portfolio optimization: a conic programming approach

Kai Ye, Berç Rustem, Panos Parpas, 2012, Comput. Optim. Appl..

A Multilevel Proximal Gradient Algorithm for Large Scale Optimization

Panos Parpas, P. Parpas, 2016 .

Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations pdf

Panos Parpas, Alexis Laignelet, Batuhan Güler, 2019, ArXiv.

Laplace Method and Applications to Optimization Problems

Berç Rustem, Panos Parpas, 2009, Encyclopedia of Optimization.

Partitioning procedure for polynomial optimization

Berç Rustem, Panos Parpas, Polyxeni-Margarita Kleniati, 2009, J. Glob. Optim..

A multilevel analysis of the Lasserre hierarchy

Ruth Misener, Panos Parpas, Juan S. Campos, 2019, Eur. J. Oper. Res..

Linearly Constrained Global Optimization and Stochastic Differential Equations

Berç Rustem, Efstratios N. Pistikopoulos, Panos Parpas, 2006, J. Glob. Optim..

On the information-based complexity of stochastic programming

Panos Parpas, Gabriela Tavares, 2013, Oper. Res. Lett..

MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization pdf

Stefanos Zafeiriou, Panos Parpas, Vahan Hovhannisyan, 2015, SIAM J. Imaging Sci..

Multiscale Models and Dimensionality reduction in the pricing and hedging of Path Dependent Financial Options

Panos Parpas, Radu Baltean-Lugojan, P. Parpas, 2013 .

Experimental Investigation of Resilience and Pressure Management in Water Distribution Networks

Ivan Stoianov, Robert Wright, Panos Parpas, 2015 .

Empirical risk minimization: probabilistic complexity and stepsize strategy

Panos Parpas, Chin Pang Ho, 2019, Comput. Optim. Appl..

Solving MRF Minimization by Mirror Descent

Berç Rustem, Daniel Rueckert, Panos Parpas, 2012, ISVC.

Maximum Entropy and Game Theory

Berç Rustem, Panos Parpas, B. Rustem, 2009, Encyclopedia of Optimization.

An interior point algorithm for continuous minimax: implementation and computation

Berç Rustem, Panos Parpas, Stanislav Zakovic, 2008, Optim. Methods Softw..

Guest Editorial

Berç Rustem, Wolfram Wiesemann, Panos Parpas, 2017, Optim. Methods Softw..

Global optimization of robust chance constrained problems

Berç Rustem, Efstratios N. Pistikopoulos, Panos Parpas, 2009, J. Glob. Optim..

An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty

Panos Parpas, Mort Webster, Nidhi Santen, 2012, Comput. Manag. Sci..

Adaptive water distribution networks with dynamically reconfigurable topology

Ivan Stoianov, Robert Wright, Panos Parpas, 2014 .

Error bounds on the solution to an optimal control problem over clustered consensus networks

Panos Parpas, Sei Howe, 2017 .

A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem

Berç Rustem, Daniel Rueckert, Panos Parpas, 2016, J. Optim. Theory Appl..

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

Grigorios A. Pavliotis, Nikolas Kantas, Panos Parpas, 2019, ArXiv.

A MULTIGRID APPROACH TO SDP RELAXATIONS OF SPARSE

Panos Parpas, Juan S. Campos, P. Parpas, 2018, SIAM J. Optim..

Global optimization of higher order moments in portfolio selection

Dietmar Maringer, Panos Parpas, D. Maringer, 2009, J. Glob. Optim..

Editorial to computational techniques in management science

Wolfram Wiesemann, Panos Parpas, W. Wiesemann, 2014, Computational Management Science.

A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control

Panos Parpas, Mort Webster, M. Webster, 2013, Autom..

Global Optimization of the Scenario Generation and Portfolio Selection Problems

Berç Rustem, Panos Parpas, B. Rustem, 2006, ICCSA.

Duality Gaps in Nonconvex Optimization

Berç Rustem, Panos Parpas, B. Rustem, 2009, Encyclopedia of Optimization.

Bound-based decision rules in multistage stochastic programming

Daniel Kuhn, Berç Rustem, Panos Parpas, 2008, Kybernetika.

ExTASY: A python-based Extensible Toolkit for Advanced Sampling and Analysis in Biomolecular Simulation

Shantenu Jha, Cecilia Clementi, Benedict Leimkuhler, 2015 .

Approximation of System Components for Pump Scheduling Optimisation

Edo Abraham, Ivan Stoianov, Panos Parpas, 2015 .

Special issue: Optimization models and algorithms for data science

Wolfram Wiesemann, Daniel Ralph, Panos Parpas, 2018, Math. Program..

A smoothing algorithm for finite min–max–min problems

Berç Rustem, Panos Parpas, Angelos Tsoukalas, 2009, Optim. Lett..

Newton-type multilevel optimization method

Michal Kocvara, Panos Parpas, Chin Pang Ho, 2019, Optim. Methods Softw..

Stochastic Mirror Descent for Convex Optimization with Consensus Constraints

Grigorios A. Pavliotis, Nikolas Kantas, Panos Parpas, 2022 .

Uncertainty Quantification for Gradient and Accelerated Gradient Descent Methods on Strongly Convex Functions

Panos Parpas, Conor McMeel, P. Parpas, 2021, 2111.02836.

Uncertainty Quantification for Accelerated Gradient Methods on Strongly Convex Functions

Panos Parpas, Conor McMeel, P. Parpas, 2021 .

Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation

Grigorios A. Pavliotis, Nikolas Kantas, Panos Parpas, 2021, 2106.13751.

A Multilevel Method for Self-Concordant Minimization

Panos Parpas, Nick Tsipinakis, P. Parpas, 2021, 2106.13690.

To interact or not? The convergence properties of interacting stochastic mirror descent

Grigorios A. Pavliotis, Nikolas Kantas, Panos Parpas, 2020 .

Dynamic Mean-Variance Portfolio Analysis under Model Risk

Daniel Kuhn, Berç Rustem, Panos Parpas, 2009 .

Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization

Daniel Kuhn, Berç Rustem, Panos Parpas, 2008 .

An Algorithm for the Global Optimization of a Class of Continuous Minimax Problems

Berç Rustem, Panos Parpas, B. Rustem, 2009 .

Decomposition-based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems

Berç Rustem, Panos Parpas, Polyxeni-Margarita Kleniati, 2010 .

Multilevel Optimization Methods : Convergence and Problem Structure

Panos Parpas, Chin Pang Ho, C. Ho, 2016 .

Stochastic Optimization of Investment Planning Problems in the Electric Power Industry

Daniel Kuhn, Berç Rustem, Panos Parpas, 2008 .