Mini Course by Prof. Yury Nesterov on ‘Modern Algorithmic Optimization

From April 2 – 13, Yury Nesterov, Research Professor at the HSEFaculty of Computer Science, Professor at KU Leuven (Belgium), will deliver a two-week mini course on ‘Modern Algorithmic Optimization’ at HSE.

Working language: English.

Address: 3 Kochnovsky Proezd.

Schedule

Monday, April 2, April 9: 10 am – 12 pm, Room 402

Tuesday, April 3, April 10: 10 am – 12 pm, Room 509

Wednesday, April 4, April 11: 10 am – 12 pm, Room 509

Thursday, April 5, April 12: 10 am – 12 pm, Room 205

Friday, April 6, April 13: 10 am – 12 pm, Room 402

Everyone interested is welcome to attend!

If you need a pass to HSE, please register online.

Modern Algorithmic Optimization 

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.

During the course, we are going to discuss the following topics:

Topic 1. Complexity of optimization problems

Topic 2. Universal first-order methods

Topic 3. Second-order methods. Systems of nonlinear equations.

Topic 4. Looking into the Black Box: Smoothing technique

Topic 5. Looking into the Black Box: Interior-point methods

Topic 6. Optimization with relative accuracy

Topic 7. Solving the huge-scale optimization problems

Topic 8. Algorithmic models of human behavior