Мини-курс "Modern Algorithmic Optimization". Юрий Нестеров (НИУ ВШЭ, Catholic University of Leuven)
Департамент больших данных и информационного поиска: Профессор
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.
The course will be taught within two weeks: April 16-22 and May 27-31. 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
Расписание
Адрес: Кочновский проезд, 3
- 16 April, 10:00 – 12:00, room 402
- 17 April, 10:00 – 12:00, room 402
- 18 April, 10:00 – 12:00, room 402
- 19 April, 10:00 – 12:00, room 402
- 22 April, 10:00 – 12:00, room 402
- 27 May, 10:00 – 12:00, room 402
- 28 May, 10:00 – 12:00, room 402
- 29 May, 10:00 – 12:00, room 402
- 30 May, 10:00 – 12:00, room 402
- 31 May, 10:00 – 12:00, room 402