Universität Wien
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040134 UK Optimization in Mathematics (2024S)

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

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 wird von Dávid Chmelík eine Fragestunde angeboten.
Termine: MO 14-tg von 11.03.2024 bis 17.06.2024 09.45-13.00
Ort: Hörsaal 16, Oskar-Morgenstern-Platz 1, 2.Stock.

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

  • Monday 04.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 05.03. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 06.03. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 11.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.03. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 18.03. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 19.03. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 20.03. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 08.04. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.04. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 10.04. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 15.04. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.04. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 17.04. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 22.04. 15:00 - 16:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.04. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 24.04. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.04. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Thursday 02.05. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 07.05. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 08.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 14.05. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 15.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 16.05. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 21.05. 09:45 - 11:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 22.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 23.05. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 28.05. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 29.05. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 04.06. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 05.06. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 06.06. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.06. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 12.06. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.06. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 18.06. 08:00 - 11:15 Seminarraum 5, Kolingasse 14-16, EG00
  • Wednesday 19.06. 11:30 - 13:00 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.06. 13:15 - 14:45 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 25.06. 16:45 - 18:15 Hörsaal 1 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

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, in presence)
Dates of tests:
Midterm: DI, 21.5.24, 09.45-11.15 Ort: Hörsaal 6 Oskar-Morgenstern-Platz 1
Endterm: DI, 25.6.24, 16.45-18.15 Ort: Hörsaal 1 Oskar-Morgenstern-Platz 1

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, NIG, Universitätsstraße 7.

Association in the course directory

Last modified: We 31.07.2024 11:25