240113 Optimization (V) (WiSe 2016/2017)
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 calculus in metric spaces, convex analysis, unconstrained optima, equality and inequality constraints, and the Kuhn-Tucker theorem are discussed. All this applies to various economic models.
Lecture Notes contain 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: optimization2016
Requirements for participation, required level
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Basic knowledge of Set Theory and Multivariable Calculus (Analysis I, II) is required.
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 | Di | 12-14 | T2-204 | 17.10.2016-10.02.2017
not on: 11/1/16 / 12/27/16 / 1/3/17 |
|
| weekly | Mi | 12-14 | V2-200 | 17.10.2016-10.02.2017
not on: 12/28/16 / 1/4/17 |
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| one-time | Fr | 12-14 | V4-116 | 20.01.2017 | |
| one-time | Mo | 12:15-13:45 | T2-220 | 30.01.2017 | |
| one-time | Mo | 12-14 | T2-220 | 06.02.2017 | |
| one-time | Mi | 10:00-12:00 | V5-148 | 15.02.2017 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-M-Opt Optimization for Quantitative Economics | Optimization | Graded examination
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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.
Active participation in lectures (3 LP) and tutorials (2 LP).
Final examination, written or oral (2 LP).
- E-Learning Space
- E-Learning Space
- Registered number: 7
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- WS2016_240113@ekvv.uni-bielefeld.de
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- Last update basic details/teaching staff:
- Wednesday, November 23, 2016
- Last update times:
- Wednesday, February 15, 2017
- Last update rooms:
- Wednesday, February 15, 2017
- 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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