- Yurii Nesterov has been at HSE University since 2015.
Education and Degrees
Doctor of Sciences*
Candidate of Sciences* (PhD)
Degree in Applied Mathematics
Lomonosov Moscow State University
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
- Modern Nonlinear Optimization (Master’s programme; Faculty of Computer Science; 1 year, 3, 4 module)Rus
- Research Seminar "Internet Data Analysis" (Master’s programme; Faculty of Computer Science; spec. "Анализ интернет-данных"; 2 year, 1-4 module)Rus
- Research Seminar "Internet Data Analysis" (Master’s programme; Faculty of Computer Science; 1 year, 2-4 module)Rus
- Article Gasnikov A., Гасников Е. В., Nesterov Y. Dual Methods for finding Equilibriums in Mixed Models of Flow Distribution in Large Transportation Networks / Пер. с рус. // Computational Mathematics and Mathematical Physics. 2018. Vol. 58. No. 9. P. 1395-1403. doi
- Article Nesterov Y., Shikhman V. Dual subgradient method with averaging for optimal resource allocation // European Journal of Operational Research. 2018. P. 1-10. (in press)
- Article Grapiglia G., Nesterov Y. Regularized Newton methods for minimizing functions with Hölder continuous Hessians // SIAM Journal on Optimization. 2017. Vol. 27. No. 1. P. 478-506. doi
- Article Nesterov Y., Tuncel I. Local superlinear convergence of polynimial-time interior-point methods for hyperbolicity cone optimization problems; // SIAM Journal on Optimization. 2016
- Article Гасников А. В., Гасникова Е. В., Нестеров Ю. Е., Чернов А. Об эффективных численных методах решения задач энтропийно-линейного программирования // Журнал вычислительной математики и математической физики. 2016. Т. 56. № 2 (in press)
- Article Nesterov Y., Van Dooren P., Orban de Xivry O. Nearest stable system using successive convex approximations // Automatica. 2015. Vol. 49. No. 5. P. 1195-1203.
- Article Nesterov Y., Nemirovski A. Finding the stationary states of Markov chains by iterative methods // Applied Mathematics and Computation. 2014 doi
- Article Nesterov Y., Glineur F., Devolder O. First-order methods of smooth convex optimization with inexact oracle // Mathematical Programming. 2014. Vol. 146. No. 1-2. P. 37-75.
- Article Nesterov Y., Shpirko S. Primal-dual subgradient methods for huge-scale linear conic problems. SIOPT // SIAM Journal on Optimization. 2014. Vol. 24. No. 3. P. 1444-1457.
- Article Nesterov Y., Shikhman V. Quasi-monotone subgradient methods for nonsmooth convex minimization // Journal of Optimization Theory and Applications. 2014. Vol. 165. No. 3. P. 917-940. doi
- Article Nesterov Y. Subgradient methods for huge-scale optimization problems. Mathematical Programming // Mathematical Programming. 2014. Vol. 146. No. 1-2. P. 275-297. doi
- Article Nesterov Y. Universal gradient methods for convex optimization problems // Mathematical Programming. 2014 doi
- Article Nesterov Y. Gradient methods for minimizing composite functions // Mathematical Programming. 2013. No. 140. P. 125-161.
- Article Nesterov Y., Xia Y. Hessian distances and their applications in the complexity analysis of interior-point methods // Optimization Methods and Software. 2013. Vol. 28. No. 3. P. 543-563.
- Article Nesterov Y., Protasov V. Optimizing the Spectral Radius // SIAM Journal on Matrix Analysis and Applications. 2013. Vol. 34. No. 3. P. 999-1013.
- Article Nesterov Y., Nemirovski A. Some first-order methods for L1/nuclear norm minimization // Acta Numerica. 2013. Vol. 22. P. 509-575.
Editorial board membership
1994: Member of the Editorial Board, Journal of Optimization Theory and Applications.
1994: Member of the Editorial Board, Optimization Methods and Software.
Staff members of the HSE Faculty of Computer Science recently presented their papers at the biggest international conference on machine learning, Neural Information Processing Systems (NIPS)’.
In 2018, the Higher School of Economics will launch an English-taught double degree programme in partnership with the University of London in Applied Data Analysis. Graduates will be awarded an undergraduate degree from HSE in Applied Mathematics and Information Science and a Bachelor of Science in Data Science and Business Analytics from the University of London. International applicants are invited to apply online starting November 15, 2017.
The Russian Science Foundation has announced winners of its latest grant competition to support basic scientific research and exploratory scientific research conducted by research teams.
‘Our Programme Aims to Make a Research Breakthrough at the Intersection of Mathematics and Computer Science’
In 2017, the HSE Faculty of Computer Science and Skoltech are opening admissions to the Master’s programme inStatistical Learning Theory, which will become the successor to theMathematical Methods of Optimization and Stochastics programme.Vladimir Spokoiny, the programme’s academic supervisor and professor of mathematics at Humboldt University in Berlin, told us about the research part of the new programme and the opportunities it offers to both Master’s students and undergraduate students alike.