81 citations · 175 across the 31 of their papers we have counts for
10 papers · 1 filter
An active-set method for sparse approximations. Part II: General piecewise-linear terms
Spyridon Pougkakiotis, Jacek Gondzio, Dionysios S. Kalogerias
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applica…
Strong Duality in Risk-Constrained Nonconvex Functional Programming
Dionysis Kalogerias, Spyridon Pougkakiotis
We show that a wide class of risk-constrained nonconvex functional optimization problems exhibit strong duality, regardless of nonconvexity. We develop two novel results under dist…
A Zeroth-order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
Spyridon Pougkakiotis, Dionysios S. Kalogerias
In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth a…
State-Output Risk-Constrained Quadratic Control of Partially Observed Linear Systems
Nikolas Koumpis, Anastasios Tsiamis, Dionysios Kalogerias
We propose a methodology for performing risk-averse quadratic regulation of partially observed Linear Time-Invariant (LTI) systems disturbed by process and output noise. To compens…
An active-set method for sparse approximations. Part I: Separable terms
Spyridon Pougkakiotis, Jacek Gondzio, Dionysios S. Kalogerias
In this paper we present an active-set method for the solution of -regularized convex quadratic optimization problems. It is derived by combining a proximal method of multi…
Linear Quadratic Control with Risk Constraints
Anastasios Tsiamis, Dionysios S. Kalogerias, Alejandro Ribeiro +1
We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated b…
Risk-Aware MMSE Estimation
Dionysios S. Kalogerias, Luiz F. O. Chamon, George J. Pappas +1
Despite the simplicity and intuitive interpretation of Minimum Mean Squared Error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing sq…
Zeroth-order Stochastic Compositional Algorithms for Risk-Aware Learning
Dionysios S. Kalogerias, Warren B. Powell
We present , the first zeroth-order algorithm for (weakly-)convex mean-semideviation-based risk-aware learning, which is also the first three-level zerot…
Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models
Dionysios S. Kalogerias, Warren B. Powell
We develop recursive, data-driven, stochastic subgradient methods for optimizing a new, versatile, and application-driven class of convex risk measures, termed here as mean-semidev…
Spatially Controlled Relay Beamforming: -Stage Optimal Policies
Dionysios S. Kalogerias, Athina P. Petropulu
The problem of enhancing Quality-of-Service (QoS) in power constrained, mobile relay beamforming networks, by optimally and dynamically controlling the motion of the relaying nodes…