Optimisation methods 2023/24

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Main information about the course

Course "Optimization methods" consists of several most important topics devoted to the theory of optimization and efficient optimization algorithms. During the course students will study

- theoretical part: necessary and sufficient optimality conditions in unconstrained and constrained optimization;

- practical part: zero, first and second order optimization algorithms, their implementation (for example, in Python) and testing.

The leading objective of the course is the following: students must be able to classify a given optimization problem and select an efficient alforithm for finding solution.

Teacher: Oleg Khamisov.

Assistants: Andrey Ignatov, Marco Krsmanovich.


Grade FG - Final grade, for the course is determined by the formula:


where CT - Control Testing 1,2, and 3,

FT - Final Testing.

All testings consist of tasks, devoted to different topics of the course.

Numbers CT1, CT2, CT3, and FT are such that in the case of successfull solution of all testings, final grading FG is equal to 10.

Retake rules

The retake will consist of solving Additional Testing (AT) tasks. The maximal value of the AT is 5.