Andrey Velichko
People of EERC Mathnet.ru Persons

Education

Candidate of science (PhD) in Physics and Mathematics, specialization "Mathematical modelling, numerical methods and complexes of programs. (05.13.18)."
Dissertation "Algorithms of primal-dual cuts for solving structured linear programming problems", 01/30/2004, Institute for Automation and Control Processes, Russian Academy of Science, Vladivostok.

Teaching and research activity

1999-now. Researcher of laboratory of parallel and distributed supercomputing technologies, Institute for Automation and Control Processes, Russian Academy of Science, Vladivostok. Specialization: parallel supercomputing and large-scale optimization problems.

1999-now. Senior Lecturer, Far Eastern National University, Institute of Mathematics and Computer Sciences, Department of mathematical methods in economics (up to 2005, Department of applied mathematics and information technologies), Vladivostok.
Courses given: "Economic theory: macroeconomics", "Advanced macroeconomics", "Econometrics", "Parallel supercomputing" for students of specialization 06.18.00 "Mathematical methods in economics."

1998-1999. Researcher-trainee of Optimization Methods Laboratory, Institute of Applied Mathematics, Russian Academy of Science, Vladivostok. Specialization: stochastic modeling of financial assets, macroeconomic modeling.

Foreign language: English, TOEFL 557 (institutional), January 1999.

Area of research: numerical methods in mathematical programming, large-scale problems, parallel supercomputing; input-output, interregional models in regional economics; operations research in corporate finance and management; econometric modeling and multivariate statistical analysis in micro- and macroeconomics;

Keywords: optimization decomposition "cutting plane" "block-angular" "block-diagonal" bordered "large-scale" parallel

Main publications

Velichko A.S. About the algorithm of dual cuttings for a two-stage stochastic programming problem // Russian Mathematics (Iz. VUZ). 2006. Vol. 50, #4. P. 77-80. Table of contents

Velichko A.S. Exact and e-cuts in a parallel method of primal-dual cuts for block-angular problems of linear programming // Proceedings of international school-seminar "Methods of optimization and their applications". Vol.1. Mathematical programming. - Irkutsk-Severobaykal'sk. 2005. pp. 87-92. e-publi

Abramov A.L., Velichko A.S., Davydov D.V., Dostovalov V.N. Modeling of influence of federal initiatives on economy of the Far East of Russia on entering Russia in WTO // Scientific reports: the independent economic analysis. #159: Strategy of development of regions of the Far East Russia / Moscow public scientific fund. - 2005. pp. 71-95. full journal issue

Abramov A.L., Velichko A.S., Davydov D.V., Dostovalov V.N. Modeling and territorial strategic planning for the Far East of Russia // Scientific reports: the independent economic analysis. - #159: Strategy of development of regions of the Far East of Russia / Moscow public scientific fund. - 2005. - pp. 35-47. full journal issue

Velichko A.S., Nurminskii E.A. Portfolio Replication: Its Forward-Dual Decomposition // Automation and Remote Control. 2004. Vol. 65, #2. P. 311-318. e-publi

Velichko A.S., Nurminskii E.A. Decomposition of finite elements method using the theory of structured optimization problems // Electronic journal "Research in Russia". 2002. Vol. 5. P. 1237-1256. e-publi

Nurminskii E.A., Velichko A.S. Pricing zero-coupon bonds in a generalized Vasicek model. - Vladivostok: Dal'nauka, 1998. 24 p. - (Preprint). e-publi

Additional information

Third Siberian school-seminar on parallel supercomputing, Tomsk state university, December 13-15, 2005.

Summer school "Development of advanced teaching in economics (DATE)", July 18-30, 2005, St.-Petersburg, European university.

Summer school "Regional aspects of social and economic development", July 13-18, 2005, Vladivostok, (CEFIR, FESU).

International school-seminar "Methods of optimization and their applications", Irkutsk-Severobaykal'sk, July 2-8, 2005.

Forum "Strategic planning in cities and regions of the Far East - the answer to global and local calls", Vladivostok, June 22-24, 2005.

The researcher on the grant of Moscow public scientific fund "Analysis and an estimation of strategy of development of regions, areas, cities and municipal formations of the Far East and Transbaikalia in conditions of entering WTO by Russia", 2005.

The researcher under the program of Presidium of the Russian Academy of Science #17 "Parallel supercomputing in creation the instrumental tools ... for solving optimization problems in conditions of uncertainty", Vladivostok, 2003-2005.

Grant of Economic education and research consortium (EERC, Moscow) under the project "Risk and efficiency in agriculture of the Far East of Russia", November, 2003 - September, 2004.

Contest-conference of young researchers of Far East of Russia, Vladivostok, December 22-23, 2004.

Forum of leaders of strategic planners, St.-Petersburg, October 20-21, 2004.

Summer school "Development of advanced teaching in economics (DATE)", July 12-31, 2004, St.-Petersburg, European university.

Far East forum of strategy of regional development, Vladivostok, June 3-5, 2004.

Training in the Center of economic and financial research (CEFIR) under the grant of Moscow public scientific fund, Moscow, April, 15-30, 2004.

International conference "Gains and losses of regional integration", November 25-26, 2003, Khabarovsk.

Summer school "Development of advanced teaching in economics (DATE)", August, 4-22, 2003, St.-Petersburg, European university.

Summer school "Applied econometric analysis: labor economics", July 25-30, 2003, Vladivostok (New economic school, FESU).

Summer school "Econometrics of financial markets", July 18-23, 2003, Vladivostok (New economic school, FESU).

Competition of curriculums on macroeconomic of a consortium by formation and economic To researches (EERC, Moscow), http://www.eerc.ru/teaching, April - May, 2003.

Winter school-seminar "Modern theoretical and applied macroeconomics", European University, St.-Petersburg, January 31st - February 5, 2003.

Far Eastern economic summer school on law economics and theory of contracts, Vladivostok, July 31 - August 11, 2002.

Summer school of Economic education and research consortium (EERC) "Bringing research into a classroom" on macroeconomics and econometrics for analysis of financial markets, Kiev, July 15-28, 2002.

Participant of the grant of Institute the Open Society "Program of support of departments of regional universities" within Megaproject "Development of education in Russia", department of applied mathematics and information technologies of Far Eastern State University, Vladivostok, 2001-2002.

Training on specialization "Macroeconomics", "International trade" in New economic school (Moscow), October 29 - December 24, 2001.

School-seminar "Teaching macroeconomics", Vladivostok, October 1-6, 2001 (New economic school, FESU).

Summer school on applied macroeconomics and the advanced econometrics, European University, St.-Petersburg, July 16 - August 6, 2001.

School-seminar "Teaching microeconomics", Vladivostok, June, 25-30, 2001 (New economic school, FESU).

Distance learning module "Macroeconomics and methodology of teaching macroeconomics", February 12 - May 25, 2001 (New economic school, FESU).

The participant of the grant of Institute "Open society" "Modeling of influence of foreign trade on economy of the Far East of Russia", department of applied mathematics and information technologies of Far Eastern State University, Vladivostok, 2000.

School-seminar by a technique of teaching of an initial course of econometrics in high schools, Vladivostok, October 23-28, 2000 (New economic school, FESU).

Autumn school-seminar on methodology of of distance learning teaching economics (introductory level), Vladivostok, November 22-26, 1999 (World bank institute, FESU).