MM525: Convex Analysis (5 ECTS)

STADS: 13007601

Level
Bachelor course

Teaching period
The course is offered in the spring semester.
4th quarter.

Teacher responsible
Email: debrabant@imada.sdu.dk

Timetable
Show entire timetable
Show personal time table for this course.

Comment:
Ubegrænset deltagerantal. 4. kvartal.

Prerequisites:
None

Academic preconditions:
The student must be familiar with the content of the courses MM505 Linear Algebra, 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..

Syllabus
See syllabus.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
a) Mandatory assignments. Pass/fail, internal evaluation by the teacher.
The assignments must be passed in order to take the written exam.
b) Oral exam with all the use of all usual means of aid. Grades according to the 7-point grading scale, external examiner.

The reexamination can have another form than the ordinary exam.

Reexamination after 2nd quarter .

Expected working hours
The teaching method is based on three phase model.

Forelæsninger: 28 timer
Eksaminatorietimer/opgaveregning: 14 timer
Educational activities

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.