Delivered at:: Big Data and Information Retrieval School

Course type:: Compulsory course

When:: 2 year, 2 module

Instructors

Gladin, Egor

Dvinskikh, Darina

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Abstract

In this course we present the most important research directions in the modern Optimization Theory. The main topics of our interest are related to the provable complexity of optimization problems and the most efficient methods for finding their approximate solution. The main attention will be given to the methods for solving problems of large and super-large dimension, which arise in many engineering applications, telecommunications, and models for analyzing the Internet activity. We consider also the optimization schemes, which are necessary for justifying rationality of consumers in economic models. The most of the material is absent in the monographic literature. Therefore, we include in the course all necessary proofs.

Master’s Programme 'Math of Machine Learning'

Contacts

Modern Algorithmical Optimization

Instructors

Course Syllabus

Abstract