Optimization Theory

2025/2026

Academic Year

ENG

Instruction in English

6

ECTS credits

Category 'Best Course for Career Development'

Category 'Best Course for Broadening Horizons and Diversity of Knowledge and Skills'

Category 'Best Course for New Knowledge and Skills'

Delivered at:

International College of Economics and Finance

Course type:

Compulsory course

When:

4 year, 3, 4 module

Instructor

Demeshev, Boris

Course Syllabus

Abstract

This course covers two main classes of optimization theory: statistic optimization and dynamic optimization. The part of static optimization covers such topics as unconstraint optimization and constraint optimization. The part of dynamic optimization covers such topics as calculus of variation, optimal control and dynamic programming. Despite the name of the course, it contains also some practical part.

Learning Objectives

• To learn how various optimization problems can be solved

Expected Learning Outcomes

• a student can solve an unconstrained optimization problem
• a student can solve a constrained optimization problem
• a student can solve a calculus of variation problem
• a student can solve an optimal control problem
• a student can solve a dynamic programming problem

Course Contents

• unconstrained optimization
• constrained optimization
• calculus of variation
• optimal control
• dynamic programming

Assessment Elements

• final exam
  In order to get a passing grade for the course, the student must sit (all parts) of the final examination
• home assignment 1
• home assignment 2
• quiz 2
• quiz 1
• midterm

Interim Assessment

• 2025/2026 4th module
  0.2 * midterm + 0.1 * home assignment 1 + 0.1 * quiz 2 + 0.1 * quiz 1 + 0.1 * home assignment 2 + 0.4 * final exam

Bibliography

Recommended Core Bibliography

• A first course in optimization theory, Sundaram, R. K., 2011
• Elements of dynamic optimization, Chiang, A. C., 1992

Recommended Additional Bibliography

• Методы оптимизации : учебник и практикум для бакалавриата и магистратуры, Сухарев, А. Г., 2016

Authors

• Demeshev Boris Borisovich