About Me

My professional interests lie in the field of optimization, and more specifically, large scale optimization. My research is focused on Interior Point Methods (IPMs), Proximal Point Methods (PPMs), Alternating Direction Methods of Multipliers (ADMMs), and their combination. At the same time, I focus on regularization techniques for convex quadratic and semi-definite programming problems as well as on the solution of large scale linear systems of equations using Krylov-subspace methods. All the above combined with a strong background in programming, signal processing and machine learning, form my general research and professional focus.

Apart from my studies, I enjoy spending my time playing and composing jazz and contemporary music, focusing on the electrical or upright bass and the classical piano.

Roughly speaking, my research time is divided as shown below.

Analysis and Implementation of Convex Optimization Algorithms

40%

Numerical and Matrix Analysis

30%

Optimization over Physical Systems

20%

Learning Abstract Mathematics, Logic and Philosophy

10%

Experience

  • 2020 - Tutoring

    As part of my PhD scholarship, I am tutoring in several workshops throughout the academic year. These include workshops from the following courses:

    Linear Programming, Modelling and Solution,
    Optimization Methods in Finance,
    Fundamentals of Optimization,
    Fundamentals of Operational Research,
    Engineering Mathematics,
    Large-Scale Optimization for Data Science.

    University - University of Edinburgh
    Duration - 3.5 years [Sep. 2017 to Jan. 2021]
    Location - Edinburgh, United Kingdom
  • 2020 - Referee for Scientific Journals

    I have been a referee for the following Journals:
    Numerical Algorithms,
    Sep. 2019-present.
    SIAM Journal on Optimization,
    Apr. 2019-present.
    Optimization Methods and Software,
    May 2018-present.
    Computational Optimization and Applications,
    Feb. 2018-present.
    Mathematical Programming,
    Dec. 2017-present.

  • 2019 - Lecturing: Mathematics Revision Course

    I was the main lecturer for the mathematics revision course for students studying an MSc in Statistics, Operational Research or Optimization. This course included a quick revision of Linear Algebra, Multivariate Analysis and basic Convex Analysis. It consisted of 3 hours of lecturing, 8 hours of workshops and problem solving and 2 written exams.
    University - University of Edinburgh
    Duration - 1 month [years 2018 and 2019]
    Location - Edinburgh, United Kingdom

Education

  • 2020 - PhD in Operational Research and Optimization

    I am a currently PhD student at the University of Edinburgh. My research interests lie in the field of optimization, and more specifically, developing robust and efficient algorithms for the solution of convex optimization problems. In particular, I am working on the theoretical analysis as well as implementation of Interior Point Methods, Proximal Point Methods, Alternating Direction Methods of Multipliers, and their combinations.
    University - University of Edinburgh
    First Supervisor - Prof. Jacek Gondzio
    Second Supervisor - Dr. John Pearson
    Duration - 3.5 years [Sep. 2017 - Jan. 2021]
    Location - Edinburgh, United Kingdom

  • 2017 - MSc in Operational Research with Computational Optimization

    My main focus was in the field of Computational Optimization. Some of the courses attended were:
    - Large Scale Optimization for Data Science,
    - Modern Optimization Methods for Big Data,
    - Non-linear Optimization,
    - Stochastic Optimization,
    among others. My dissertation thesis was concerned with the implementation of a Dual Regularized Interior Point Method (IPM), providing either exact or inexact solutions.
    University - University of Edinburgh
    Grade - Distinction (82.4/100)
    Duration - 1 year [Sep. 2016 - Aug. 2017]
    Location - Edinburgh, United Kingdom

  • 2016 - 4-year BSc in Informatics and Telecommunications

    My studies in the University of Athens were computer science oriented, with my focused areas being signal processing, algorithms and machine learning. (420 ECTS total)
    University - National and Kapodistrian University of Athens
    Grade - 9.09/10 (Greek Scale), First-class honours (UK Scale)
    Duration - 4 years [Spe. 2012 to Aug. 2016]
    Location - Athens, Greece

Scholarships and Awards

I acknowledge the support I received throughout my studies, by the following sources:

Principal's Career Development Scholarship

Awarded PhD funding for studying in the Optimization Group of the University of Edinburgh.

A. G. Leventis Scholarship

Awarded for three consecutive years as additional financial support for my PhD studies in Edinburgh.

Highly Skilled Workforce Scholarship

Funding for studying an MSc degree at the University of Edinburgh.

Publications and Preprints

  • Preprints

    A New Preconditioning Approach for an Interior Point-Proximal Method of Multipliers for Linear and Convex Quadratic Programming,
    L. Bergamaschi, J. Gondzio, Á. Martínez, J. W. Pearson, S. Pougkakiotis,
    arXiv preprint arXiv:1912:10064, 2019.
    Fast Solution Methods for Convex Fractional Differential Equation Optimization,
    S. Pougkakiotis, J.W. Pearson, S. Leveque, J. Gondzio,
    arXiv preprint arXiv:1907.13428, 2019.
    An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming,
    S. Pougkakiotis, J. Gondzio,
    arXiv preprint arXiv:1904.10369, 2019.

  • Journal papers

    Dynamic Non-Diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming,
    S. Pougkakiotis, J. Gondzio,
    Journal of Optimization Theory and Applications 181(3), 905-945, 2019.

  • Conference papers

    Efficient KLMS and KRLS algorithms: A Random Fourier Feature Prespective,
    P. Bouboulis, S. Pougkakiotis, S. Theodoridis,
    2016 IEEE Statistical Signal Processing Workshop (SSP), 1-5.

Workshops/Conferences

  • 2020 - Decomposition Methods in Very Large Scale Optimization

    A workshop focusing on decomposition methods, with a special interest in Alternating Direction Methods of Multipliers (ADMMs).
    University - University of Edinburgh
    Role - Co-organizer
    Duration - 2 days [4-5 June, 2020]
    Location - Edinburgh, United Kingdom
    Website -

  • 2020 - Numerical Linear Algebra for PDEs and Large Scale Optimization

    A workshop focusing on numerical linear algebra, with a special interest in partial differential equation optimization.
    University - University of Padova
    Role - Invited Speaker
    Duration - 2 days [17-18 February, 2020]
    Location - Padova, Italy
    Website -

  • 2019 - Sixth International Conference on Continuous Optimization

    A major conference taking place every three years, focusing on continuous optimization.
    University - Technical University of Berlin
    Role - Contributing Speaker
    Duration - 6 days [3-8 August, 2019]
    Location - Berlin, Germany
    Website -

  • 2019 - Advances in Linear Algebra and Huge-Scale Optimization

    A workshop focusing on numerical linear algebra, with a special interest in matrix-free huge-scale optimization.
    University - University of Edinburgh
    Role - Invited Speaker
    Duration - 2 days [1-2 July, 2019]
    Location - Edinburgh, United Kingdom
    Website -

  • 2019 - The 17th Workshop on Advances in Continuous Optimization

    A workshop focusing on theoretical and practical developments on continuous optimization.
    University - University of Strathclyde
    Role - Contributing Speaker
    Duration - 2 days [28-29 June, 2019]
    Location - Glasgow, United Kingdom
    Website -

  • 2019 - Strathclyde-Edinburgh Seminar

    A seminar focusing on numerical linear algebra.
    University - Strathclyde University
    Role - Invited Speaker
    Duration - 1 day [31 January, 2019]
    Location - Strathclyde, United Kingdom

  • 2018 - 23rd International Symposium on Mathematical Programming

    A major conference taking place every three years, focusing on mathematical programming.
    University - University of Bordeaux
    Role - Contributing Speaker
    Duration - 6 days [1-6 July, 2018]
    Location - Bordeaux, France
    Website -

  • 2018 - 6th IMA Conference on Numerical Linear Algebra and Optimization

    A conference focusing on numerical linear algebra and partial differential equation optimization.
    University - University of Birmingham
    Role - Contributing Speaker
    Duration - 3 days [27-29 June, 2018]
    Location - Birmingham, United Kingdom
    Website -

Contact Me

at

sp.pougk at gmail.com
s.pougkakiotis at sms.ed.ac.uk

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