Optimization

Computational Mathematics

Risk-aware Decision-making

Data Science, Operational Research  and Engineering Applications

Data-driven learning of two-stage beamformers in passive IRS-assisted systems with inexact oracles, IEEE Access, (2025)

• S. Pougkakiotis, H. Hashmi, D. Kalogerias

An efficient active-set method with applications to sparse approximations and risk minimization, Journal of Scientific Computing, 104  (2025) 

• S. Pougkakiotis, J. Gondzio, D. Kalogerias

Model-free learning of  two-stage beamformers for passive IRS-aided network design, IEEE Transactions on Signal Processing (2023)

• H. Hashmi, S. Pougkakiotis, D. Kalogerias

A zeroth-order proximal stochastic gradient method for weakly convex stochastic optimization, SIAM Journal on Scientific Computing, 45 (2023)

• S. Pougkakiotis, D. Kalogerias

General-purpose preoconditioning for regularized interior point methods, Computational Optimization and Applications, 83 (2022)

• J. Gondzio, S. Pougkakiotis, J. W. Pearson

An interior point-proximal method of multipliers for linear positive semi-definite programming, Journal of Optimization Theory and Applications, 192 (2022)

• S. Pougkakiotis, J. Gondzio

Sparse approximations with interior point methods, SIAM Review, 64(4) (2022)

• V. De Simone, D. di Serafino, J. Gondzio, S. Pougkakiotis, M. Viola

A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming, Numerical Linear Algebra with Applications, 28(4) (2021)

• L. Bergamaschi, J. Gondzio, Á. Martinez, J. W. Pearson, S. Pougkakiotis

An interior point-proximal method of multipliers for convex quadratic programming, Computational Optimization and Applications, 78 (2021)

• S. Pougkakiotis, J. Gondzio

Fast solution methods for convex quadratic optimization of fractional differential equations, SIAM Journal on Matrix Analysis and Applications, 41(3) (2020)

• S. Pougkakiotis, J. W. Pearson, S. Leveque, J. Gondzio

Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming, Journal of Optimization Theory and Applications, 181 (2019)

• S. Pougkakiotis, J. Gondzio

Strong duality relations in nonconvex risk-constrained learning, 58th Annual Conference on Information Sciences and Systems (CISS) (2024)

• D. Kalogerias, S. Pougkakiotis

Model-free learning of optimal beamformers for passive IRS-assisted sumrate maximization, International Conference on Acoustics, Speech, and Signal Processing (ICASSP) (2023)

• H. Hashmi, S. Pougkakiotis, D. Kalogerias

Efficient KLMS and KRLS algorithms: A random Fourier feature perspective, IEEE/SP Workshop on Statistical Signal Processing (SSP) (2016)

• P. Bouboulis, S. Pougkakiotis, S. Theodoridis

Inexact zeroth-order nonsmooth and nonconvex stochastic composite optimization and applications, arXiv preprint (2025)

• S. Pougkakiotis, D. Kalogerias

Strong duality in risk-constrained nonconvex functional programming, arXiv preprint (2023)

• D. Kalogerias, S. Pougkakiotis

An active-set method for sparse approximations. Part II: General piecewise-linear terms, arXiv preprint (2023)

• S. Pougkakiotis, J. Gondzio, D. Kalogerias

An active-set method for sparse approximations. Part I: Separable ℓ1 terms, arXiv preprint (2023)

• S. Pougkakiotis, J. Gondzio, D. Kalogerias

Regularized Interior Point Methods for Convex Programming, S. Pougkakiotis, PhD Thesis (2021)

Random Fourier Features: Theory and Applications, S. Pougkakiotis, BSc Thesis (2016)