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040134 UK Optimization in Mathematics (2022S)

10.00 ECTS (5.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
MIXED

Dieser Kurs ist primär für Studierende der VWL vorgesehen.

Voraussetzungen: BW- und IBW-Studierende müssen VO und UE Mathematik 1 bereits absolviert haben, VWL-Studierenden wird der vorherige Besuch dieser LVen dringend empfohlen.

Zum UK gibt es eine Fragestunde (Chiara Valentin): Termine tba

Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 120 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 01.03. 13:15 - 14:45 Digital
  • Friday 04.03. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 07.03. 15:00 - 16:30 Digital
  • Tuesday 08.03. 13:15 - 14:45 Digital
  • Monday 14.03. 15:00 - 16:30 Digital
  • Tuesday 15.03. 13:15 - 14:45 Digital
  • Friday 18.03. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 21.03. 15:00 - 16:30 Digital
  • Tuesday 22.03. 13:15 - 14:45 Digital
  • Friday 25.03. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 28.03. 15:00 - 16:30 Digital
  • Tuesday 29.03. 13:15 - 14:45 Digital
  • Friday 01.04. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 04.04. 15:00 - 16:30 Digital
  • Tuesday 05.04. 13:15 - 14:45 Digital
  • Friday 08.04. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 25.04. 15:00 - 16:30 Digital
  • Friday 29.04. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 02.05. 13:15 - 14:45 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 04.05. 15:00 - 16:30 Digital
  • Friday 06.05. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 12.05. 16:30 - 18:00 Digital
  • Friday 13.05. 13:15 - 16:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 16.05. 13:15 - 14:45 Digital
  • Tuesday 17.05. 16:45 - 18:15 Digital
  • Wednesday 18.05. 15:00 - 16:30 Digital
  • Friday 20.05. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 23.05. 13:15 - 14:45 Digital
  • Tuesday 24.05. 16:45 - 18:15 Digital
  • Friday 27.05. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 30.05. 13:15 - 14:45 Digital
  • Tuesday 31.05. 16:45 - 18:15 Digital
  • Friday 03.06. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 10.06. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 13.06. 13:15 - 14:45 Digital
  • Tuesday 14.06. 16:45 - 18:15 Digital
  • Friday 17.06. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 24.06. 13:15 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

The course covers two main topics. The first topic is multi-dimensional analysis: concepts that are known from Mathematics 1 will be generalized to functions with more than one variable. The second topic is optimization. Here we see methods how multivariate functions can be optimized. The multidimensional differential calculus will be an important tool. Optimization will be studied without and with constraints (in the form of equalities or inequalities).
All these topics play an important role in microeconomics and all fields of economics using microeconomic ideas.

Detailed list of topics:

1. Multidimensional Analysis
Gradients
Jakobi-Matrices
Hesse Matrix
Inverse Function Theorem
Implicit Function Theorem
2. Optimization
Unconstrained
Inequality constraints
Equality constraints

The lectures take place partly in digital form and partly in presence in a lecture room. See the detailed list of dates above.

About the exercise session:
We will stick to the following procedure

- For every session students will be asked to prepare examples, which will be announced via Moodle.

- Students have to earn points by presenting their solutions on the blackboard.

- People may volunteer to present. In case of multiple volunteers a random choice among them is made.

- In order to pass the course, one such presentation must be given. In addition the first presentation earns students 4 points for their overall grading. A possible second presentation will earn them 2 additional points.

- The session lasts 3 hours. Students will be divided into 3 groups, which will be lectured separately in one hour slots.

Assessment and permitted materials

- Presentation of homework examples in class
- 2 Tests (open book, digital)
Dates of tests:
Midterm: 20.5.2022
Endterm: 24.6.2022

Minimum requirements and assessment criteria

Grading is based on:
- Midterm-Test (max. 48 Points)
- Endterm-Test (max. 48 Points)
- Presentation of homework: 4 points for the first (mandatory), 2 for a second (optional), which adds up to a maximum of 6 points per person.

Requirement passing the course:
- The sum of all points earned must be greater of equal to 51.
- One presentation of a homework exercise must be given.
- One of the two test scores must be greater of equal to 24 points.

Brackets for grades:
Assuming all criteria for a positive evaluation are met, you will be graded according to the following table, where X is the sum of points you earned:
90<= X 1
76<= X <90 2
64<= X <76 3
51<= X <64 4
X <51 5

Examination topics

Content of the lecture and the exercises

Reading list

Immanuel Bomze : Mathematische Optimierung - Skriptum zum UK im BA-Studium VWL.
Erhältlich im Facultas-Shop, Erdgeschoss OMP1.

Association in the course directory

Last modified: Th 11.05.2023 11:27