Person:328450

Available identifiers

zbMath Open parpas.panosMaRDI QIDQ328450

List of research outcomes

Publication	Date of Publication	Type
Using Witten Laplacians to Locate Index-1 Saddle Points	2024-03-12	Paper
Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation	2023-10-19	Paper
Partial Lasserre relaxation for sparse Max-Cut	2023-09-18	Paper
Simba: A Scalable Bilevel Preconditioned Gradient Method for Fast Evasion of Flat Areas and Saddle Points	2023-09-11	Paper
Online parameter estimation for the McKean-Vlasov stochastic differential equation	2023-07-12	Paper
A Multilevel Low-Rank Newton Method with Super-linear Convergence Rate and its Application to Non-convex Problems	2023-05-15	Paper
Newton-type multilevel optimization method	2022-09-29	Paper
Uncertainty quantification for subgradient descent, with applications to relaxations of discrete problems	2022-07-05	Paper
Fast Multilevel Algorithms for Compressive Principle Component Pursuit	2022-06-27	Paper
In memoriam: Nicos Christofides (1942--2019)	2022-03-31	Paper
Uncertainty Quantification for Gradient and Accelerated Gradient Descent Methods on Strongly Convex Functions	2021-11-04	Paper
Empirical risk minimization: probabilistic complexity and stepsize strategy	2019-06-13	Paper
A multilevel analysis of the Lasserre hierarchy	2019-03-28	Paper
A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems	2018-01-17	Paper
A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems	2017-10-27	Paper
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control	2017-04-19	Paper
Arbitrarily Tight Bounds on a Singularly Perturbed Linear-Quadratic Optimal Control Problem	2017-02-14	Paper
Robust Numerical Calibration for Implied Volatility Expansion Models	2017-01-11	Paper
MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization	2016-12-19	Paper
A weighted mirror descent algorithm for nonsmooth convex optimization problem	2016-10-20	Paper
Error Bounds for Control Constrained Singularly Perturbed Linear-Quadratic Optimal Control Problems	2016-10-19	Paper
Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach	2016-01-25	Paper
Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm	2015-03-27	Paper
A stochastic multiscale model for electricity generation capacity expansion	2015-02-18	Paper
On the information-based complexity of stochastic programming	2014-05-15	Paper
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty	2013-10-21	Paper
Robust portfolio optimization: a conic programming approach	2012-09-27	Paper
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems	2012-06-18	Paper
Partitioning procedure for polynomial optimization	2010-11-12	Paper
Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems	2010-08-13	Paper
Dynamic mean-variance portfolio analysis under model risk	2010-02-08	Paper
Convergence analysis of a global optimization algorithm using stochastic differential equations	2009-09-25	Paper
Global optimization of higher order moments in portfolio selection	2009-07-13	Paper
Global optimization of robust chance constrained problems	2009-07-13	Paper
An algorithm for the global optimization of a class of continuous minimax problems	2009-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q3604331	2009-02-24	Paper
A smoothing algorithm for finite min-max-min problems	2009-02-17	Paper
Global Optimization of the Scenario Generation and Portfolio Selection Problems	2009-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q3524406	2008-09-09	Paper
A pricing mechanism for resource management in grid computing	2008-06-11	Paper
Linearly constrained global optimization and stochastic differential equations	2007-01-05	Paper
A Multilevel Method for Self-Concordant Minimization	0001-01-03	Paper
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints	0001-01-03	Paper

Research outcomes over time

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This page was built for person: Panos Parpas