Master 2024/2025

Modern Algorithmical Optimization

Type: Compulsory course (Math of Machine Learning)

Area of studies: Applied Mathematics and Informatics

Delivered by: Big Data and Information Retrieval School

Where: Faculty of Computer Science

When: 2 year, 2 module

Mode of studies: offline

Open to: students of one campus

Master’s programme: Math of Machine Learning

Language: English

ECTS credits: 3

Contact hours: 28

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.