Intensive course: Modern Convex Optimization

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Skoltech Education Office is pleased to announce that Arkadi Nemirovski is coming to Skoltech to offer a special and intensive course in Modern Convex Optimization with lecture part on December 21-27 and project presentations in late January.

It is an advanced level course, so please look at the course description/prerequisites below and if interested please email Education Office for enrollment ().

We highly encourage you to attend, as Prof. Nemirovski is a recognized expert and won three most prestigious prizes in optimization theory: Fulkerson, Dantzig, and von Neumann, so you will definitely benefit from the course.

Course description:

This course gives basic knowledge of contemporary numerical methods for solving large-scale convex optimization problems. In particular, it is planned to demonstrate the power of Interior point methods and conic duality; modern large-scale methods: Mirror Descent and Fast gradient method. Course requires high mathematical skills in probability theory and linear algebra.

Prerequisites:

This is an advanced level course. Students are expected to be fluent in real analysis (calculus), basics of functional analysis, Linear algebra, basic probability and statistics and algorithms.

Course schedule in December:

Wed, Dec 21: 10am -12pm, 1pm – 3pm. Room 403

Thu,  Dec 22: 10am -12pm, 1pm – 3pm. Room 403

Mon, Dec 26: 10am -12pm, 1pm – 3pm. Room 403

Tue,  Dec 27: 10am -12pm, 1pm – 3pm. Room 403

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