Panos Parpas - RankMe

58 papers Journal 47Unranked 6

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A Multilevel Low-Rank Newton Method with Super-linear Convergence Rate and its Application to Non-convex Problems. Trans. Mach. Learn. Res. Nick Tsipinakis, Panagiotis Tigas, Panos Parpas
2025	J	`jnl`	Adaptive Multilevel Newton: A Quadratically Convergent Optimization Method. CoRR Nick Tsipinakis, Panos Parpas, Matthias Voigt
2025	J	`jnl`	Predict globally, correct locally: Parallel-in-time optimization of neural networks. Autom. Panos Parpas, Corey Muir
2024	J	`jnl`	A Multilevel Method for Self-Concordant Minimization. J. Optim. Theory Appl. Nick Tsipinakis, Panos Parpas
2024	J	`jnl`	Kernel Sum of Squares for Data Adapted Kernel Learning of Dynamical Systems from Data: A global optimization approach. CoRR Daniel Lengyel, Panos Parpas, Boumediene Hamzi, Houman Owhadi
2024	—	`conf`	Stable Multilevel Deep Neural Networks for Option Pricing and xVAs Using Forward-Backward Stochastic Differential Equations. ICAIF Aadhithya Ashok Naarayan, Panos Parpas
2024	J	`jnl`	Stochastic Mirror Descent for Convex Optimization with Consensus Constraints. SIAM J. Appl. Dyn. Syst. Anastasia Borovykh, Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
2024	J	`jnl`	Using Witten Laplacians to Locate Index-1 Saddle Points. SIAM J. Sci. Comput. Tony Lelièvre, Panos Parpas
2023	J	`jnl`	Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation. CoRR Daniel Lengyel, Panos Parpas, Nikolas Kantas, Nicholas R. Jennings
2023	J	`jnl`	Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds. CoRR Anastasia Borovykh, Nikolas Kantas, Panos Parpas, Greg Pavliotis
2022	J	`jnl`	In Memoriam: Nicos Christofides (1942-2019). Oper. Res. Forum Berç Rustem, Panos Parpas
2022	J	`jnl`	Newton-type multilevel optimization method. Optim. Methods Softw. Chin Pang Ho, Michal Kocvara, Panos Parpas
2022	J	`jnl`	Using Witten Laplacians to locate index-1 saddle points. CoRR Tony Lelièvre, Panos Parpas
2019	J	`jnl`	A multilevel analysis of the Lasserre hierarchy. Eur. J. Oper. Res. Juan S. Campos, Ruth Misener, Panos Parpas
2019	J	`jnl`	Empirical risk minimization: probabilistic complexity and stepsize strategy. Comput. Optim. Appl. Chin Pang Ho, Panos Parpas
2019	J	`jnl`	Fast Multilevel Algorithms for Compressive Principal Component Pursuit. SIAM J. Imaging Sci. Vahan Hovhannisyan, Yannis Panagakis, Panos Parpas, Stefanos Zafeiriou
2019	J	`jnl`	Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions. CoRR Conor McMeel, Panos Parpas
2019	J	`jnl`	Predict Globally, Correct Locally: Parallel-in-Time Optimal Control of Neural Networks. CoRR Panos Parpas, Corey Muir
2019	J	`jnl`	The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima? CoRR Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
2019	J	`jnl`	Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations. CoRR Batuhan Güler, Alexis Laignelet, Panos Parpas
2018	J	`jnl`	A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems. SIAM J. Optim. Juan S. Campos, Panos Parpas
2018	J	`jnl`	Special issue: Optimization models and algorithms for data science. Math. Program. Panos Parpas, Daniel Ralph, Wolfram Wiesemann
2017	J	`jnl`	A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems. SIAM J. Sci. Comput. Panos Parpas
2017	J	`jnl`	Guest Editorial. Optim. Methods Softw. Panos Parpas, Berç Rustem, Wolfram Wiesemann
2017	—	`conf`	Multilevel Approximate Robust Principal Component Analysis. ICCV Workshops Vahan Hovhannisyan, Yannis Panagakis, Stefanos Zafeiriou, Panos Parpas
2016	J	`jnl`	A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem. J. Optim. Theory Appl. Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem
2016	J	`jnl`	MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization. SIAM J. Imaging Sci. Vahan Hovhannisyan, Panos Parpas, Stefanos Zafeiriou
2016	J	`jnl`	Robust Numerical Calibration for Implied Volatility Expansion Models. SIAM J. Financial Math. Radu Baltean-Lugojan, Panos Parpas
2015	J	`jnl`	Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach. INFORMS J. Comput. Panos Parpas, Berk Ustun, Mort Webster, Quang Kha Tran
2015	J	`jnl`	MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization. CoRR Vahan Hovhannisyan, Panos Parpas, Stefanos Zafeiriou
2015	—	`conf`	On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes. SIAM Conf. on Control and its Applications Chin Pang Ho, Panos Parpas
2014	J	`jnl`	A stochastic multiscale model for electricity generation capacity expansion. Eur. J. Oper. Res. Panos Parpas, Mort Webster
2014	J	`jnl`	Editorial to computational techniques in management science. Comput. Manag. Sci. Panos Parpas, Wolfram Wiesemann
2014	J	`jnl`	Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm. SIAM J. Control. Optim. Chin Pang Ho, Panos Parpas
2013	—	`conf`	A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines. CloudCom (2) Giuliano Casale, Carmelo Ragusa, Panos Parpas
2013	J	`jnl`	A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control. Autom. Panos Parpas, Mort Webster
2013	J	`jnl`	On the information-based complexity of stochastic programming. Oper. Res. Lett. Gabriela Tavares, Panos Parpas
2013	J	`jnl`	Sum of Non-Concave Utilities Maximization for MIMO Interference Systems. IEEE Trans. Wirel. Commun. Fook Wai Kong, Panos Parpas, Berç Rustem
2012	J	`jnl`	An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. Comput. Manag. Sci. Mort Webster, Nidhi Santen, Panos Parpas
2012	J	`jnl`	Editorial. Comput. Manag. Sci. Panos Parpas, Wolfram Wiesemann
2012	J	`jnl`	Robust portfolio optimization: a conic programming approach. Comput. Optim. Appl. Kai Ye, Panos Parpas, Berç Rustem
2012	—	`conf`	Solving MRF Minimization by Mirror Descent. ISVC (1) Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem
2010	J	`jnl`	Partitioning procedure for polynomial optimization. J. Glob. Optim. Polyxeni-Margarita Kleniati, Panos Parpas, Berç Rustem
2009	J	`jnl`	A smoothing algorithm for finite min-max-min problems. Optim. Lett. Angelos Tsoukalas, Panos Parpas, Berç Rustem
2009	J	`jnl`	Convergence analysis of a global optimization algorithm using stochastic differential equations. J. Glob. Optim. Panos Parpas, Berç Rustem
2009	—	`ch.`	Decomposition Algorithms for the Solution of Multistage Mean-Variance Optimization Problems. Encyclopedia of Optimization Panos Parpas, Berç Rustem
2009	—	`ch.`	Duality Gaps in Nonconvex Optimization. Encyclopedia of Optimization Panos Parpas, Berç Rustem
2009	—	`ch.`	Global Optimization Algorithms for Financial Planning Problems. Encyclopedia of Optimization Panos Parpas, Berç Rustem
2009	J	`jnl`	Global optimization of higher order moments in portfolio selection. J. Glob. Optim. Dietmar Maringer, Panos Parpas
2009	J	`jnl`	Global optimization of robust chance constrained problems. J. Glob. Optim. Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos
2009	—	`ch.`	Laplace Method and Applications to Optimization Problems. Encyclopedia of Optimization Panos Parpas, Berç Rustem
2009	—	`ch.`	Maximum Entropy and Game Theory. Encyclopedia of Optimization Panos Parpas, Berç Rustem
2009	J	`jnl`	Mean and variance optimization of non-linear systems and worst-case analysis. Comput. Optim. Appl. Panos Parpas, Berç Rustem, V. Wieland, Stanislav Zakovic
2008	J	`jnl`	An interior point algorithm for continuous minimax: implementation and computation. Optim. Methods Softw. Berç Rustem, Stanislav Zakovic, Panos Parpas
2008	J	`jnl`	Bound-based decision rules in multistage stochastic programming. Kybernetika Daniel Kuhn, Panos Parpas, Berç Rustem
2007	J	`jnl`	Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems. INFORMS J. Comput. Panos Parpas, Berç Rustem
2006	—	`conf`	Global Optimization of the Scenario Generation and Portfolio Selection Problems. ICCSA (3) Panos Parpas, Berç Rustem
2006	J	`jnl`	Linearly Constrained Global Optimization and Stochastic Differential Equations. J. Glob. Optim. Panos Parpas, Berç Rustem, Efstratios N. Pistikopoulos