MM836: Convex analysis (5 ECTS)

STADS: 13015101

Level
Bachelor course

Teaching period
The course is offered in the spring semester.

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

Timetable
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Comment:
Ubegrænset deltagerantal. Fælles undervisning med MM525 Konveks Analyse.

Prerequisites:
None

Academic preconditions:
The student is expected to be familiar with the content of the courses MM505 Linear Algebra (or MM538 Algebra), MM535 Topology and MM533 Mathematical and Numerical Analysis.

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.

Qualifications
To identify, analyze and solve convex optimization problems.

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.
• Understand and identify which practical problems can be solved with the methods taught in the course.
• Use methods of the course to solve given optimization problems.

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:

1. Mandatory assignments. Pass/fail, internal assessment by teacher. 0 ECTS
2. Oral exam with all the use of all usual means of aid. Grades according to the 7-point grading scale, external grading. 5 ECTS

Reexam in the same exam period or immediately thereafter. The reexam may be a different type than the ordinary exam.

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

Taught together with MM525 Convex Analysis. This course cannot be taken in addition to MM525.

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.