240113 Optimization (V) (WiSe 2013/2014)
Contents, comment
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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: optimization2013
Requirements for participation, required level
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Basic knowledge of Set Theory and Multivariable Calculus (Analysis I, II).
Working language (including lecture notes and recommended books) is English.
The students can optionally use German for solving problem sets and answering exam questions.
Bibliography
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The main (and strongly recommended) books are as follows:
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 | Mo | 12-14 | T2-238 | 14.10.2013-07.02.2014
not on: 10/14/13 / 12/23/13 / 12/30/13 |
The course starts 16.10.2013 |
| weekly | Mi | 12-14 | E0-192 | 14.10.2013-07.02.2014
not on: 12/25/13 / 1/1/14 |
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 |
- Address:
- WS2013_240113@ekvv.uni-bielefeld.de
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- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, October 22, 2015
- Last update rooms:
- Friday, September 27, 2013
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Language
- This lecture is taught in english
- Department
- Faculty of Mathematics
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