Imperial College London

DR PANOS PARPAS

Faculty of EngineeringDepartment of Computing

Senior Lecturer
 
 
 
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Contact

 

+44 (0)20 7594 8366panos.parpas Website

 
 
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Location

 

357Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

More details about my research are available at my departmental webpage

Selected Publications

Journal Articles

Parpas P, A multilevel proximal gradient algorithm for a class of composite optimization problems, Siam Journal on Scientific Computing, ISSN:1095-7197

Hovhannisyan V, Parpas P, Zafeiriou S, 2016, MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization, SIAM Journal on Imaging Sciences, Vol:9, ISSN:1936-4954, Pages:1829-1857

Baltean-Lugojan R, Parpas P, 2016, Robust Numerical Calibration for Implied Volatility Expansion Models, SIAM Journal on Financial Mathematics, Vol:7, ISSN:1945-497X, Pages:917-946

Parpas P, Ustun B, Webster M, et al., 2015, Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach, Informs Journal on Computing, Vol:27, ISSN:1091-9856, Pages:358-377

Ho CP, Parpas P, 2014, SINGULARLY PERTURBED MARKOV DECISION PROCESSES: A MULTIRESOLUTION ALGORITHM, SIAM Journal on Control and Optimization, Vol:52, ISSN:0363-0129, Pages:3854-3886

Parpas P, Webster M, 2013, A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control, Automatica, Vol:49, ISSN:0005-1098, Pages:1663-1671

Parpas P, Rustem B, Pistikopoulos EN, 2006, Linearly constrained global optimization and stochastic differential equations, Journal of Global Optimization, Vol:36, ISSN:0925-5001, Pages:191-217

More Publications