I am a Lecturer in the Quantitative Analysis and Decision Science (QUADS) section of the Department of Computing at Imperial College London. Before joining Imperial College I was a postdoctoral fellow at the MIT Energy Initiative (2009-2011). Before that I was a quantitative associate at Credit-Suisse (2007-2009). I completed my PhD in computational optimization at Imperial College in 2006.

Research Interests

I am interested in the development and analysis of quantitative optimization models under uncertainty. Stochastic optimization models are used in many areas such as economics, finance, engineering, and energy systems. Realistic models have a large number of variables, and multiple interactions across time and space. Advanced computational methods, and analytical approximations that take advantage of problem structure are needed in order to analyze realistic models. I am interested in both the development of computational methods and applications.

Computational Methods:
  • Multiscale modeling and algorithms
  • Decomposition algorithms
  • Robust Optimization
  • Global Optimization
  • Nonlinear programming
  • Decentralized decision making
Application areas:
  • Energy systems
  • Chemical engineering
  • Policy Analysis
  • Economics
  • Finance
  • Statistical Inference
pp Address:
Department of Computing
Imperial College
180 Queen's Gate
London SW7 2AZ
Office:
Room 357
Huxley Building
Phone:
+44 (0) 20 7594 8366
Fax:
+44 (0)20 7581 8932
Email:
p.parpasATimperial.ac.uk
Prospective PhD Students:

If you are interested in a PhD in an area relevant to my research interests please feel free to contact me. You can find information about the PhD programme at the Department of Computing here.