King's College London
United Kingdom of Great Britain and Northern Ireland
Spyridon Pougkakiotis
Work
Yale University
|Postdoctoral Research Associate
US
→
University of Dundee
|Academic, Lecturer (Teaching and Research)
United Kingdom of Great Britain and Northern Ireland
→
University of Dundee
|Academic, Lecturer (Teaching and Research)
United Kingdom of Great Britain and Northern Ireland
→
University of Edinburgh
|Research Assistant
United Kingdom of Great Britain and Northern Ireland
→
Education
The University of Edinburgh
United Kingdom of Great Britain and Northern Ireland
→
PhD in Optimization and Operational Research
University of Edinburgh
United Kingdom of Great Britain and Northern Ireland
→
MSc in Operational Research with Computational Optimization
National and Kapodistrian University of Athens
Greece
→
BSc in Computer Science
Publications
Data-Driven Learning of Two-Stage Beamformers in Passive IRS-Assisted Systems with Inexact Oracles
IEEE Access
journal-article
Data-Driven Learning of Two-Stage Beamformers in Passive IRS-Assisted Systems With Inexact Oracles
IEEE Access
journal-article
An Efficient Active-Set method With Applications to Sparse Approximations and Risk Minimization
JOURNAL OF SCIENTIFIC COMPUTING
journal-article
An Efficient Active-Set method With Applications to Sparse Approximations and Risk Minimization
Journal of Scientific Computing
journal-article
Strong Duality Relations in Nonconvex Risk-Constrained Learning
58th Annual Conference on Information Sciences and Systems (CISS), Princeton, United States, 13/03/24
conference-presentation
Strong Duality Relations in Nonconvex Risk-Constrained Learning
58th Annual Conference on Information Sciences and Systems (CISS), Princeton, United States, 13/03/24
conference-paper
Model-Free Learning of Two-Stage Beamformers for Passive IRS-Aided Network Design
IEEE Transactions on Signal Processing
journal-article
Model-Free Learning of Two-Stage Beamformers for Passive IRS-Aided Network Design
IEEE Transactions on Signal Processing
journal-article
Strong Duality Relations in Nonconvex Risk-Constrained Learning
2024 58th Annual Conference on Information Sciences and Systems, CISS 2024
conference-paper
Model-Free Learning of Optimal Beamformers for Passive IRS-Assisted Sumrate Maximization
International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
conference-paper
Model-free learning of optimal beamformers for passive IRS-assisted sumrate maximization
ICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
conference-paper
A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
SIAM Journal on Scientific Computing
journal-article
A zeroth-order proximal stochastic gradient method for weakly convex stochastic optimization
SIAM Journal on Scientific Computing
journal-article
Model-free learning of optimal beamformers for passive IRS-assisted sumrate maximization
International Conference on Acoustics, Speech, and Signal Processing (ICASSP)
conference-paper
A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
SIAM JOURNAL ON SCIENTIFIC COMPUTING
journal-article
A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
SIAM Journal on Scientific Computing
journal-article
An active-set method for sparse approximations. Part II: General piecewise-linear terms
arXiv
other
An active-set method for sparse approximations. Part II: General piecewise-linear terms
arXiv
other
Model-Free Learning of Two-Stage Beamformers for Passive IRS-Aided Network Design
IEEE Transactions on Signal Processing
journal-article
Model-Free Learning of Two-Stage Beamformers for Passive IRS-Aided Network Design
IEEE Trans. on Signal Processing
journal-article
Model-Free Learning of Optimal Two-Stage Beamformers for Passive IRS-Aided Network Design
arXiv
other
Model-Free Learning of Optimal Two-Stage Beamformers for Passive IRS-Aided Network Design
arXiv
other
MODEL-FREE LEARNING OF OPTIMAL BEAMFORMERS FOR PASSIVE IRS-ASSISTED SUMRATE MAXIMIZATION
arXiv
other
MODEL-FREE LEARNING OF OPTIMAL BEAMFORMERS FOR PASSIVE IRS-ASSISTED SUMRATE MAXIMIZATION
arXiv
other
A Zeroth-order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
arXiv
other
A Zeroth-order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
arXiv
other
General-purpose preconditioning for regularized interior point methods
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
journal-article
General-purpose preconditioning for regularized interior point methods
Computational Optimization and Applications
journal-article
General-purpose preconditioning for regularized interior point methods
Computational Optimization and Applications
journal-article
Sparse Approximations with Interior Point Methods
SIAM Review
journal-article
Sparse Approximations with Interior Point Methods
SIAM REVIEW
journal-article
Sparse Approximations with Interior Point Methods
SIAM Review
journal-article
Sparse Approximations with Interior Point Methods
SIAM Review
journal-article
Sparse Approximations with Interior Point Methods
SIAM Review
journal-article
An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming
Journal of Optimization Theory and Applications
journal-article
An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming
Journal of Optimization Theory and Applications
journal-article
An interior point-proximal method of multipliers for linear positive semi-definite programming
Journal of Optimization Theory and Applications
journal-article
An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming
Journal of Optimization Theory and Applications
journal-article
An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming
Journal of Optimization Theory and Applications
journal-article
An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming
Journal of Optimization Theory and Applications
journal-article
An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming
Journal of Optimization Theory and Applications
journal-article
An active-set method for sparse approximations Part I: Separable ℓ1 terms
arXiv
other
An active-set method for sparse approximations Part I: Separable ℓ1 terms
arXiv
other
Risk-Constrained Nonconvex Functional Resource Allocation has Zero Duality Gap
arXiv
other
Risk-Constrained Nonconvex Functional Resource Allocation has Zero Duality Gap
arXiv
other
General-purpose preconditioning for regularized interior point methods
Computational Optimization and Applications
journal-article
General-purpose preconditioning for regularized interior point methods
Computational Optimization and Applications
journal-article
General-purpose preconditioning for regularized interior point methods
Computational Optimization and Applications
journal-article
General-purpose preconditioning for regularized interior point methods
Computational Optimization and Applications
journal-article
General-purpose preconditioning for regularized interior point methods
arXiv
other
An interior point-proximal method of multipliers for convex quadratic programming
Computational Optimization and Applications
journal-article
General-purpose preconditioning for regularized interior point methods
arXiv
other
A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming
Numerical Linear Algebra with Applications
journal-article
A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming
Numerical Linear Algebra with Applications
journal-article
A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming
Numerical Linear Algebra with Applications
journal-article
An interior point-proximal method of multipliers for convex quadratic programming
Computational Optimization and Applications
journal-article
A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming
Numerical Linear Algebra with Applications
journal-article
An interior point-proximal method of multipliers for convex quadratic programming
Computational Optimization and Applications
journal-article
Sparse approximations with interior point methods
arXiv
other
Sparse approximations with interior point methods
arXiv
other
A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming
Numerical Linear Algebra with Applications
journal-article
An interior point-proximal method of multipliers for convex quadratic programming
Computational Optimization and Applications
journal-article
A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming
Numerical Linear Algebra with Applications
journal-article
An interior point-proximal method of multipliers for convex quadratic programming
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
journal-article
An interior point-proximal method of multipliers for convex quadratic programming
Computational Optimization and Applications
journal-article
An interior point-proximal method of multipliers for positive semi-definite programming
arXiv
other
An interior point-proximal method of multipliers for positive semi-definite programming
arXiv
other
An interior point-proximal method of multipliers for convex quadratic programming
Computational Optimization and Applications
journal-article
Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
journal-article
Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations
SIAM Journal on Matrix Analysis and Applications
journal-article
Fast solution methods for convex quadratic optimization of fractional differential equations
SIAM Journal on Matrix Analysis and Applications
journal-article
Fast solution methods forconvex quadratic optimization of fractional differential equations
SIAM Journal on Matrix Analysis and Applications
journal-article
Fast solution methods forconvex quadratic optimization of fractional differential equations
SIAM Journal on Matrix Analysis and Applications
journal-article
Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations
SIAM Journal on Matrix Analysis and Applications
journal-article
Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations
SIAM Journal on Matrix Analysis and Applications
journal-article
Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
arXiv
other
A new preconditioning approach for an interior point–proximal method of multipliers for linear and convex quadratic programming
arXiv
other
An interior point-proximal method of multipliers for convex quadratic programming
arXiv
other
An interior point-proximal method of multipliers for convex quadratic programming
arXiv
other
A new preconditioning approach for an interior point–proximal method of multipliers for linear and convex quadratic programming
arXiv
other
Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
journal-article
Fast solution methods for convex Fractional Differential Equation optimization
arXiv
other
Fast solution methods for convex Fractional Differential Equation optimization
arXiv
other
Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
journal-article
Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
journal-article
Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
journal-article
Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
journal-article
Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
arXiv
other
Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
journal-article
Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
arXiv
other
A new preconditioning approach for an interior point–proximal method of multipliers for linear and convex quadratic programming
arXiv
other
Efficient KLMS and KRLS algorithms
2016 IEEE Statistical Signal Processing Workshop (SSP)
conference-paper
Efficient KLMS and KRLS algorithms: A random Fourier feature perspective
2016 IEEE Statistical Signal Processing Workshop (SSP)
conference-paper
Efficient KLMS and KRLS algorithms: A random fourier feature perspective
IEEE Workshop on Statistical Signal Processing Proceedings
conference-paper
Efficient KLMS and KRLS algorithms: A random Fourier feature perspective
IEEE/SP Workshop on Statistical Signal Processing (SSP)
conference-paper
Efficient KLMS and KRLS algorithms: A random fourier feature perspective
IEEE Workshop on Statistical Signal Processing Proceedings
conference-paper