## Preprints

- J. S. Campos Salazar, P. Parpas. A Multigrid approach to SDP relaxations of sparse polynomial optimization problems , Submitted, December 2016.
- S. Howe, P. Parpas. Error Bounds for Control Constrained Singularly Perturbed Linear-Quadratic Optimal Control Problems , Submited October 2016.
- C.P. Ho, P. Parpas. Empirical Risk Minimization: Probabilistic Complexity and Stepsize Strategy , Submited October 2016.
- C.P. Ho, P. Parpas. Multilevel Optimization Methods: Convergence and Problem Structure , Draft Paper, October 2016.

## Journal Publications

- P. Parpas. A Multilevel Proximal Gradient Algorithm for Large Scale Optimization , Accepted for publication, SIAM Journal on Scientific Computing, May 2017.
- V. Hovhannisyan, P. Parpas, and S. Zafeiriou. MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization , Accepted for publication, SIAM Journal on Imaging Sciences, Sept. 2016.
- R. Baltean-Lugojan, and P. Parpas. Robust Numerical Calibration in Second Order Perturbed Multiscale Stochastic Volatility Models , Accepted for publication, SIAM Journal on Financial Mathematics, Aug. 2016.
- 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, to appear..
- 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 Papers

- 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

- 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.