240113 Optimization (V) (WiSe 2012/2013)
Contents, comment
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This couse is a part of the ERASMUS Master Program "Models and Methods of Quantitative Economics" (QEM).
The course introduces the student to the mathematical foundations of optimization theory. Basic concepts, problem formulations and analytical methods for optimization are presented. Important techniques of common use including convex analysis, unconstrained optima, equality and inequality constraints, and the Kuhn-Tucker theorem are discussed. All this applies to various economic models.
Lecture Notes include 4 Chapters (pdf files) according to the course contents and will be currently updated.
Lecture Notes and Problem Sets for the tutorials will be placed in the directory "Dokumentenablage". Password: optimization2012
Requirements for participation, required level
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Basic knowledge of Set Theory and Multivariable Calculus (Analysis I, II).
Working language is English.
Bibliography
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1. De La Fuente, A., Mathematical Methods and Models for Economists (2008), Cambridge University Press.
2. Simon, C., Blume, L., Mathematics for Economists (1994), Norton.
3. Sundaram R.K., A First Course in Optimization Theory (2008), Cambridge University Press.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 12-14 | E0-192 | 18.09.-05.10.2012 | The course starts 18.09.2012 in E0-192 |
| weekly | Mi | 12-14 | U2-210 | 18.09.-05.10.2012
not on: 10/3/12 |
|
| one-time | Mo | 12-14 | E0-192 | 01.10.2012 | Instead of the lecture on 03.10.2012 (holiday) |
| weekly | Di | 12-14 | E0-192 | 08.10.-21.12.2012 | |
| weekly | Mi | 12-14 | E0-192 | 08.10.-21.12.2012 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-M-Opt Optimization for Quantitative Economics | Optimization | Graded examination
|
Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| QEM - Models and Methods of Quantitative Economics / Master | |||||||
| Wirtschaftsmathematik / Master | (Enrollment until SoSe 2011) |
Evaluation: Midterm and Final Written Exams (the dates to be fixed).
Tutorials: 2 hours per week
- Registered number: 14
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- WS2012_240113@ekvv.uni-bielefeld.de
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- 2 Students to be reached directly via email
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, September 26, 2013
- Last update rooms:
- Thursday, September 27, 2012
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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