Bachelor 2021/2022

Optimization Theory

Type: Compulsory course (HSE University and University of London Double Degree Programme in Economics)

Area of studies: Economics

Delivered by: International College of Economics and Finance

Where: International College of Economics and Finance

When: 4 year, 3, 4 module

Mode of studies: distance learning

Online hours: 24

Open to: students of one campus

Instructors: Grigory Kantorovich

Language: English

ECTS credits: 5

Contact hours: 56

Course Syllabus

Abstract

This course covers two main classes of optimization theory: statistic optimization and dynamic optimization. The part of static optimization covers such topics as unconstraint optimization and constraint optimization. The part of dynamic optimization covers such topics as calculus of variation, optimal control and dynamic programming. Despite the name of the course, it contains also some practical part.

Learning Objectives

• To learn how various optimization problems can be solved

Assessment Elements

• home_assignments
• control work
• final exam
• UoL exam
  The UoL exam’s mark in “Theory of optimisation” will be used for UoL Diploma for students of specialization "Mathematics and Economics" only.

Interim Assessment

• 2021/2022 4th module
  0.6 * final exam + 0.2 * control work + 0.2 * home_assignments

Bibliography

Recommended Core Bibliography

• A first course in optimization theory, Sundaram, R. K., 2011

Presentation

• Syllabus

Authors

• KANTOROVICH Grigorii GELMUTOVICH