A method and system of optimizing a ranked list (5) of recommended items that is based in a multidimensional data set (2) comprising context-aware information about the of a plurality of users and a plurality of items. A mathematical recommendation model (3) is trained with the multidimensional data set (2) by applying a smooth objective function that allows the use of fast optimizing algorithm and that quantifies the relevance of the ranked lists provided by an optimization algorithm.