Preprints
Journal Publications
- T. Lelièvre, P. Parpas.
Using Witten Laplacians to locate index-1 saddle points
(code) SIAM Journal on Scientific Computing, to appear, 2023.
- L. Sharrock, N. Kantas, P. Parpas, G.A Pavliotis.
Online parameter estimation for the McKean–Vlasov stochastic differential equation
, Stochastic Processes and their Applications
Volume 162, August 2023, Pages 481-546
- C.P. Ho , M. Kocvara, and P. Parpas,
Newton-type multilevel optimization method , Optimization Methods and Software, Volume 37, 2022 Issue 1, pp.45-78.
- J.S Campos, R. Misener, P. Parpas
Partial Lasserre relaxation for sparse Max-Cut ,
Optimization and Engineering, 2022
- A. Borovykh, N. Kantas, P. Parpas, G.A Pavliotis.
On stochastic mirror descent with interacting particles: convergence properties and variance reduction , Physica D. 418 (2021) 132844
- F. Pecci, P. Parpas, I. Stoianov.
Sequential convex optimization for detecting and locating blockages in water distribution networks, Journal of Water Resources Planning and Management, Volume 146, Issue 8, May 2020.
- J.S. Campos, R. Misener, P. Parpas.
A multilevel analysis of the Lasserre hierarchy , European Journal of Operational Research,
Volume 277, Issue 1, 16 August 2019, Pages 32-41,
- C.P. Ho, P. Parpas.
Empirical Risk Minimization:
Probabilistic Complexity and Stepsize Strategy , Computational Optimization and Applications, June 2019, Volume 73, Issue 2, pp 387–410.
- V. Hovhannisyan,Y. Panagakis,P. Parpas, S. Zafeiriou
Fast Multilevel Algorithms for Compressive Principle Component Pursuit , SIAM Journal on Imaging Sciences, Vol. 12, No. 1, pp. 624-649, 2019.
- J. S. Campos Salazar, P. Parpas.
A Multigrid approach to SDP relaxations of sparse polynomial optimization problems , SIAM Journal on Optimization, Volume 28, Issue 1, 2018.
- P. Parpas.
A Multilevel Proximal Gradient Algorithm for Large
Scale Optimization , SIAM Journal on Scientific Computing, Vol. 39, Issue 5, Nov. 2017.
- V. Hovhannisyan, P. Parpas, and S. Zafeiriou.
MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization , SIAM Journal on Imaging Sciences, 9(4), 1829–1857, 2016.
- R. Baltean-Lugojan, and P. Parpas.
Robust Numerical Calibration for Implied Volatility Expansion Models
, SIAM Journal on Financial Mathematics, 2016, 7(1), 917–946.
- D.V. N. Luong, P. Parpas, D. Rueckert, and Berc Rustem.
A weighted Mirror Descent algorithm for nonsmooth convex optimization problem , Journal of Optimization Theory and Applications (2016).
- Menke, R., Abraham, E., Parpas, P., and Stoianov. I.
Demonstrating demand response from water distribution system through pump scheduling, Applied Energy, 2016.
- Wright, R., Abraham, E., Parpas, P., and Stoianov, I.
Control of Water Distribution Networks with Dynamic DMA Topology using Strictly Feasible Sequential Convex Programming, Journal of Water Resources Research, 2015.
- P. Parpas, B. Ustun, M. Webster and Q.K. Tran.
Importance Sampling in Stochastic Programming with MCMC, INFORMS Journal on Computing, Published Online: April 24, 2015, Page Range: 358 - 377
- C.P Ho, P. Parpas.
Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm, SIAM Journal on Control and Optimization, 52(6), 3854-3886, 2014.
- R. Wright, I. Stoianov, P. Parpas, K. Henderson, J. King.
Adaptive Water Distribution Networks with Dynamically Reconfigurable Topology, Journal of Hydroinformatics, November 2014, 16 (6) 1280-1301.
- P. Parpas, and M. Webster.
A stochastic multiscale model for electricity generation capacity expansion,
European Journal of Operational Research, Volume 232, Issue 2, Pages 359-374, January 2014.
- G. Tavares and P. Parpas.
On the information-based complexity of stochastic programming,
Operations Research Letters, Volume 41, Issue 6, Pages 622-626, November 2013.
- P. Parpas and M. Webster.
A Stochastic Minimum Principle and a mesh-free method for Stochastic Optimal Control
, Automatica, Volume 49, Issue 6, Pages 1663-1671, June 2013.
- F.W Kong, P. Parpas, and B. Rustem.
Sum of Non-Concave Utilities Maximization for MIMO Interference Systems,
IEEE Transactions on Wireless Communications, Volume 12, No 4, Pages 1744-1751, April 2013.
- M. Webster and Nidhi Santen and P. Parpas.
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Computational Management Science,Volume 9, Issue 3, pp 339-362. August 2012.
- Kai Ye, P. Parpas, B. Rustem.
Robust portfolio optimization: a conic programming approach, Computational Optimization and Applications, Volume 52, Issue 2, pp 463-481, June 2012.
- P. Kleniati, P. Parpas, B. Rustem.
Decomposition-based method for sparse SDP relaxations of polynomial
problems, Journal of Optimization, Theory and Applications, Volume 145, Issue 2, pp 289-310, May 2010.
- D. Kuhn, P. Parpas, B. Rustem, Raquel Fonseca.
Dynamic mean-variance portfolio analysis under model risk The Journal of Computational Finance. Volume 12, Number 4, Summer 2009.
- A. Tsoukalas, P. Parpas, B. Rustem.
A smoothing algorithm for finite minmaxmin problems Optimization
Letters, Volume 3, Number 1 / January, 2009.
- P. Parpas, B. Rustem.
Convergence
analysis of a global optimization algorithm using stochastic
differential equations Journal of Global Optimization,
Volume 45, Number 1 / September, 2009.
- P. Parpas, B. Rustem, E.N Pistikopoulos.
Global optimization of robust chance
constrained problems. Journal of Global Optimization. Volume 43, Numbers 2-3, March, 2009.
- D. Maringer, P. Parpas.
Global
Optimization of Higher Order Moments in Portfolio Selection.
Journal of Global Optimization. Volume 43, Numbers 2-3, March, 2009.
- P. Parpas, B. Rustem, V. Wieland, S. Zakovic.
Mean Variance Optimization of Non--Linear
Systems and Worst--case AnalysisComputational Optimization
and Applications, Volume 43, Number 2 / June, 2009.
- P. Parpas, B. Rustem.
An
algorithm for the global optimization of a class of continuous minimax
problems. Journal of Optimization Theory and Applications,Volume 141, Number 2, May, 2009.
- B. Rustem, S. Zakovic, P. Parpas.
Convergence of
an interior point algorithm
for continuous minimax.
Journal of Optimization Theory and Applications, Volume 136, Number 1,
January, 2008.
- P. Parpas, B. Rustem. A
pricing mechanism for resource management
in Grid computing Computational Economics, Volume 31, Number 4 / May, 2008.
- B. Rustem, S. Zakovic,P. Parpas.
An interior point algorithm for continuous
minimax: Implementation and Computation. Optimization Methods and Software, Volume 23, Issue 6 December 2008 , pages 911 - 928.
- D. Kuhn, P. Parpas, B. Rustem. Bound-Based Decision Rules in Multistage Stochastic Programming. Kybernetika, vol. 44 (2008), issue 2, pp. 134-150.
- P. Parpas and B. Rustem.
Computational
Assessment of Nested Benders and Augmented Lagrangian Decomposition for
Mean-Variance Multistage Stochastic Problems. INFORMS
Journal on
Computing, Vol. 19, No. 2, Spring 2007, pp. 239-247.
- P. Parpas, B. Rustem, E.N Pistikopoulos.
Linearly constrained global optimization
and stochastic differential equations. Journal of Global
Optimization, Vol 36, pp 191--217, 2006.
Conference/Workshop Papers
- A. Borovykh, N. Kantas, P. Parpas, G.A Pavliotis.
Stochastic Mirror Descent for Fast Distributed Optimization and Federated Learning ,OPT2020: 17th Annual Workshop on Optimization for Machine Learning (2020).
- A. Borovykh, N. Kantas, P. Parpas, G.A Pavliotis.
To interact or not? The convergence properties of interacting stochastic mirror descent , Workshop on "Beyond first-order methods in ML systems" at 36th International Conference on Machine Learning (ICML) 2020.
- B. Guler, A. Laignelet, P. Parpas,
Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations ,
Workshop on "Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy" Neurips 2019.
- Menke, R., Abraham, E., Parpas, P., and Stoianov, I. Exploring optimal pump scheduling in water distribution networks with branch and bound methods, Water Resources Management, Springer (2015)
- Menke, R., Abraham, E., Parpas, P., and Stoianov, I.
, Approximation of System Components for Pump Scheduling Optimisation.
Procedia Engineering Volume 119 pp 1059-1068 DOI, 2015
- Wright, R., Abraham, E., Parpas, P., and Stoianov, I. Optimized Control of Pressure Reducing Valves in Water Distribution Networks with Dynamic Topology Procedia Engineering Volume 119 pp 1003-1011, 2015.
- Wright, R., Stoianov, I. and Parpas, P. Dynamic Topology in Water Distribution Networks Proceedings 12th International Conference on Computing and Control for the Water Industry CCWI2013, 2nd-4th September 2013, Perugia, Italy ISSN:1877-7058 DOI
- D. V.N. Luong, P. Parpas, D. Rueckert, and B. Rustem
Solving MRF Minimization by Mirror Descent.
Advances in Visual Computing Lecture Notes in Computer Science Volume 7431, 2012, pp 587-598
- P. Parpas and B. Rustem.
Global
optimization of the scenario generation and portfolio selection problems.
Lecture Notes in Computer Science, Vol. 3982, pp. 908--917, 2006.
Book Chapters
- P. Parpas, B. Rustem, Algorithms
for minimax and expected value optimization,
In the Handbook of Computational Econometrics, (David A. Belsley, Erricos Kontoghiorghes
eds.) 2009
- D. Kuhn, P. Parpas, B. Rustem, Threshold accepting approach to improve
bound-based approximations for portfolio optimization,
In Computational Methods in Financial Engineering (E. Kontoghiorghes, B. Rustem, and P. Winker, eds.), Springer Verlag, Berlin, 3-26 (2008)
- D. Kuhn, P. Parpas, B. Rustem, Stochastic Optimization of Investment Planning Problems in the Electric Power Industry,
In Process Systems Engineering: Volume 5: Energy Systems Engineering, (M. Georgiadis, E. Kikkinides, and E. Pistikopoulos, eds.), Wiley-VCH, Weinheim, 215-230 (2008)
Other Publications
- N. Kantas, P. Parpas, G.A. Pavliotis.
The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima? , May 2019.
- C. McMeel, P. Parpas.
Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions , May 2019.
- P. Parpas, B. Rustem,Decomposition
algorithms for the solution of multistage mean-variance optimization
problems, Invited article in the Encyclopaedia
of Optimization,
2nd ed, 2007.
- P. Parpas, B. Rustem, Duality
gaps in non-convex optimization problems, Invited article in
the Encyclopaedia of Optimization, 2nd ed,
2007.
- P. Parpas, B. Rustem, Global
optimization algorithms for financial
planning problems, Invited article in the Encyclopaedia
of
Optimization, 2nd ed, 2007.
- P. Parpas, B. Rustem, The
Laplace method and applications to optimization problems,
Invited article in the Encyclopaedia of
Optimization, 2nd ed, 2007.
- P. Parpas, B. Rustem, Maximum
entropy and game theory, Invited article in the Encyclopaedia
of
Optimization, 2nd ed, 2007.