12 citations · 14 across the 4 of their papers we have counts for
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math.OC2020
On stochastic mirror descent with interacting particles: convergence properties and variance reduction
Anastasia Borovykh, Nikolas Kantas, Panos Parpas +1
An open problem in optimization with noisy information is the computation of an exact minimizer that is independent of the amount of noise. A standard practice in stochastic approx…
math.OC2019
Newton-type Multilevel Optimization Method
Chin Pang Ho, Michal Kocvara, Panos Parpas
Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make…
math.OC2017
Arbitrarily Tight Bounds on a Singularly Perturbed Linear-Quadratic Optimal Control Problem
Sei Howe, Panos Parpas
We calculate arbitrarily tight upper and lower bounds on an unconstrained control, linear-quadratic, singularly perturbed optimal control problem whose exact solution is computatio…