Master
2022/2023
Modern Algorithmical Optimization
Type:
Compulsory course (Math of Machine Learning)
Area of studies:
Applied Mathematics and Informatics
Delivered by:
Department of Complex System Modelling Technologies
Where:
Faculty of Computer Science
When:
2 year, 2 module
Mode of studies:
distance learning
Online hours:
4
Open to:
students of one campus
Master’s programme:
Math of Machine Learning
Language:
English
ECTS credits:
6
Contact hours:
32
Course Syllabus
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.