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MM525: Convex Analysis (5 ECTS)

STADS: 13010001

Level
Bachelor course

Teaching period
The course is offered in the autumn semester.

Teacher responsible
Email: dellamor@cp3.dias.sdu.dk

Timetable
Group Type Day Time Classroom Weeks Comment
Common I Monday 10-12 U81 45-50
Common I Tuesday 08-10 U151 45
Common I Wednesday 10-12 U151 45-50
Common I Friday 12-14 U81 44
S1 TE Thursday 14-16 U152 45-51
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Comment:
Ubegrænset deltagerantal.

Prerequisites:
None

Academic preconditions:
The student must be familiar with the content of the courses MM505 Linear Algebra, MM535 Topology and MM533 Mathematical and Numerical Analysis (or MM508 Topology 1 and MM509 Topology 2).

Course introduction
The purpose of the course is to give the student knowledge of mathematical convex analysis as a method of solving optimization problems in economy.

Expected learning outcome
At the end of the course the student is able to:

  • Correctly answer written assignments and prove results within the syllabus of the course.
  • Reproduce and illustrate definitions and results within the syllabus of the course.
  • Formulate answers to written assignments in a mathematically correct language.
  • Give arguments for the steps in the solution of the exercises.
  • Compare key results within the syllabus of the course.
Subject overview
Convex sets and their topology, convex functions, conjugation, subdifferentiability, minimization, Kuhn-Tucker theory.

Literature
    Meddeles ved kursets start.


Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
Prerequisite test cosisting of mandatory assignments. The assignments must be passed in order to take the written exam (13010012)

Assessment and marking:
Oral exam with all the use of all usual means of aid. Grades according to the 7-point grading scale, external examiner (5 ECTS). (13010002)

The reexamination can have another form than the ordinary exam.

Reexamination in the same exam period or immediately thereafter.

Expected working hours
The teaching method is based on three phase model.
Intro phase: 28 hours
Skills training phase: 14 hours

Educational activities Study phase: 10 hours

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.