Panos Parpas

SIAM J. Sci. Comput., 2024

Stochastic Mirror Descent for Convex Optimization with Consensus Constraints.

[BibT_eX]

[DOI]

Anastasia Borovykh

Nikolas Kantas

Grigorios A. Pavliotis

SIAM J. Appl. Dyn. Syst., 2024

Kernel Sum of Squares for Data Adapted Kernel Learning of Dynamical Systems from Data: A global optimization approach.

[BibT_eX]

[DOI]

CoRR, 2024

Stable Multilevel Deep Neural Networks for Option Pricing and xVAs Using Forward-Backward Stochastic Differential Equations.

[BibT_eX]

[DOI]

Aadhithya Ashok Naarayan

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2023

Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation.

[BibT_eX]

[DOI]

CoRR, 2023

Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds.

[BibT_eX]

[DOI]

CoRR, 2023

2022

In Memoriam: Nicos Christofides (1942-2019).

[BibT_eX]

[DOI]

Oper. Res. Forum, 2022

Newton-type multilevel optimization method.

[BibT_eX]

[DOI]

Michal Kocvara

Optim. Methods Softw., 2022

2019

Fast Multilevel Algorithms for Compressive Principal Component Pursuit.

[BibT_eX]

[DOI]

SIAM J. Imaging Sci., 2019

A multilevel analysis of the Lasserre hierarchy.

[BibT_eX]

[DOI]

Juan S. Campos

Ruth Misener

Eur. J. Oper. Res., 2019

Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations.

[BibT_eX]

[DOI]

Batuhan Güler

Alexis Laignelet

CoRR, 2019

Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions.

[BibT_eX]

[DOI]

Conor McMeel

CoRR, 2019

The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima?

[BibT_eX]

[DOI]

Nikolas Kantas

Grigorios A. Pavliotis

CoRR, 2019

Predict Globally, Correct Locally: Parallel-in-Time Optimal Control of Neural Networks.

[BibT_eX]

[DOI]

Corey Muir

CoRR, 2019

Empirical risk minimization: probabilistic complexity and stepsize strategy.

[BibT_eX]

[DOI]

Comput. Optim. Appl., 2019

2018

A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems.

[BibT_eX]

[DOI]

Juan S. Campos

SIAM J. Optim., 2018

Special issue: Optimization models and algorithms for data science.

[BibT_eX]

[DOI]

Daniel Ralph

Math. Program., 2018

2017

A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2017

Guest Editorial.

[BibT_eX]

[DOI]

Optim. Methods Softw., 2017

Multilevel Approximate Robust Principal Component Analysis.

[BibT_eX]

[DOI]

Proceedings of the 2017 IEEE International Conference on Computer Vision Workshops, 2017

2016

MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization.

[BibT_eX]

[DOI]

Vahan Hovhannisyan

Stefanos Zafeiriou

SIAM J. Imaging Sci., 2016

Robust Numerical Calibration for Implied Volatility Expansion Models.

[BibT_eX]

[DOI]

Radu Baltean-Lugojan

SIAM J. Financial Math., 2016

A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem.

[BibT_eX]

[DOI]

J. Optim. Theory Appl., 2016

2015

Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2015

MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization.

[BibT_eX]

[DOI]

Vahan Hovhannisyan

Stefanos Zafeiriou

CoRR, 2015

On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes.

[BibT_eX]

[DOI]

Proceedings of the 2015 Proceedings of the Conference on Control and its Applications, 2015

2014

Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2014

A stochastic multiscale model for electricity generation capacity expansion.

[BibT_eX]

[DOI]

Mort Webster

Eur. J. Oper. Res., 2014

Editorial to computational techniques in management science.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2014

2013

Sum of Non-Concave Utilities Maximization for MIMO Interference Systems.

[BibT_eX]

[DOI]

Fook Wai Kong

IEEE Trans. Wirel. Commun., 2013

On the information-based complexity of stochastic programming.

[BibT_eX]

[DOI]

Gabriela Tavares

Oper. Res. Lett., 2013

A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control.

[BibT_eX]

[DOI]

Mort Webster

Autom., 2013

A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines.

[BibT_eX]

[DOI]

Giuliano Casale

Carmelo Ragusa

Proceedings of the IEEE 5th International Conference on Cloud Computing Technology and Science, 2013

2012

Robust portfolio optimization: a conic programming approach.

[BibT_eX]

[DOI]

Kai Ye

Comput. Optim. Appl., 2012

An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty.

[BibT_eX]

[DOI]

Mort Webster

Nidhi Santen

Comput. Manag. Sci., 2012

Editorial.

[BibT_eX]

[DOI]

Polyxeni-Margarita Kleniati

Comput. Manag. Sci., 2012

Solving MRF Minimization by Mirror Descent.

[BibT_eX]

[DOI]

Proceedings of the Advances in Visual Computing - 8th International Symposium, 2012

2010

Partitioning procedure for polynomial optimization.

[BibT_eX]

[DOI]

J. Glob. Optim., 2010

2009

Maximum Entropy and Game Theory.

[BibT_eX]

[DOI]