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MM525: Convex Analysis (5 ECTS)

STADS: 13014501

Level
Bachelor course

Teaching period
The course is offered in the spring semester.
The course takes place in the first part of the spring semester

Teacher responsible

Email: dellamor@cp3.dias.sdu.dk

Timetable

Group	Type	Day	Time	Classroom	Weeks
Common	I	Tuesday	08-10	U69A	6
Common	I	Tuesday	08-10	U157	7-12
Common	I	Thursday	08-10	U69A	5-12
H1	TE	Monday	10-12	U69A	8
H1	TE	Tuesday	10-12	U69A	6
H1	TE	Tuesday	10-12	U17	8,10-11
H1	TE	Tuesday	10-12	U143	9
H1	TE	Tuesday	10-12	U8	12
H1	TE	Tuesday	10-12	U60	14

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Comment:
Ubegrænset deltagerantal. Fælles undervisning med MM836.

Prerequisites:
None

Academic preconditions:

Students taking the course are expected to:

Be familiar with: systems of linear equations, matrices, determinants, vector spaces, scalar product and orthogonality, linear transformations, eigenvectors and eigenvalues, polynomials, the concept of a function and its derivatives, real numbers, vector calculus.

Course introduction

The course will introduce analytic techniques and geometrical concepts

in order to solve linear and non-linear optimization problems, mostly

in economy.

The course builds on the knowledge acquired in the courses MM505

Linear Algebra, or MM540, or MM538, and MM533 Mathematical and

Numerical Analysis.

The course is of high multidisciplinary value and gives an academic

basis for a Bachelor Project in several core areas of Natural Sciences

and Economy.

In relation to the competence profile of the degree it is the explicit focus

of the course to:

Give the competence to:

handle complex and development-oriented situations in study and work contexts.

Give skills to:

apply the thinking and terminology from the subject's basic disciplines.
analyze and evaluate the theoretical and practical problems for the application of a suitable mathematical model.

Give knowledge and understanding of:

basic knowledge generation, theory and methods in mathematics.
how to conduct analyses using mathematical methods and critically evaluate scientific theories and models.

Expected learning outcome

The learning objectives of the course is that the student demonstrates the ability 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, Numerical optimization methods

Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:

Mandatory assignments. Pass/fail, internal assessment by teacher.
Oral exam with all the use of all usual means of aid. Grades according to the 7-point grading scale, external grading (5 ECTS).

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, hereof:
- Tutorials: 14 hours

Educational activities

preparation of exercises in study groups
preparation of projects

Educational form

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.