Summary
More details about my research are available at my departmental webpage
Selected Publications
Journal Articles
Campos JS, Parpas P, 2018, A multigrid approach to SDP relaxations of sparse polynomial optimization problems, SIAM Journal on Optimization, Vol:28, ISSN:1052-6234, Pages:1-29
Parpas P, 2017, A multilevel proximal gradient algorithm for a class of composite optimization problems, Siam Journal on Scientific Computing, Vol:39, ISSN:1095-7197, Pages:S681-S701
Radu Baltean-Lugojany, Parpas P, 2016, Robust numerical calibration for implied volatility expansion models, SIAM Journal on Financial Mathematics, Vol:7, ISSN:1945-497X, Pages:917-946
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
Parpas P, Ustun B, Webster MD, et al., 2015, Importance sampling in stochastic programming: A Markov chain Monte Carlo approach, Informs Journal on Computing, Vol:27, ISSN:1526-5528, 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, Pages:191-217