Panos ParpasView profile
Associate Professor
Panos Parpas is a Reader in Computational Mathematics at the Department of Computing, Imperial College London. His research focuses on mathematical optimization algorithms, computational mathematics, and scientific computing, with applications in science, engineering, and finance. He previously held roles as a postdoctoral fellow at MIT and a quant at Credit Suisse. Key research interests include dynamical systems, numerical methods for optimization, and stochastic processes. He teaches courses such as Computational Optimization and Computational Finance with C++. His work bridges theoretical optimization with practical applications in areas like water distribution networks, financial modeling, and machine learning. Panos has authored numerous publications on topics like multilevel optimization methods, stochastic mirror descent algorithms, and the analysis of saddle points using Witten Laplacians. His research emphasizes algorithmic efficiency and scalability, particularly in high-dimensional and distributed settings. Notable collaborations include projects on optimizing water distribution systems (e.g., pump scheduling and pressure management) and developing robust algorithms for financial and engineering systems. His contributions span journals like Automatica , SIAM Journal on Scientific Computing , and Journal of Optimization Theory and Applications .











