Généralités

General Presentation

OPTIMIZATION in QEM1 

Teachers: Marcus Pivato and Elena del Mercato

The course Optimization (QEM1 – First Year of the QEM program) consists of two parts. The first part is "Optimization A: Multivariable Calculus" (this part lasts 6 weeks and starts on Monday, September 8, 2025) and the second part is "Optimization B: Convex Analysis and Dynamics" (this part lasts 6 weeks and starts on Monday, Octobre 20, 2025). Both parts are mandatory in QEM1.

All the information and the syllabus on the first part "Optimization A: Multivariable Calculus" are available on the pedagogical space of Marcus Pivato.

Optimization B: Convex Analysis and Dynamics - QEM1 and M1 IMMAEF

This part takes place twice a week, and it starts on ​Monday, Octobre 2​0, 202​5. After each class, the slides on the course will be available in the folder below (Optimization B - EdM's SLIDES).

As for the detailed schedule of all the classes (course and TD), please contact Mr Guillaume Glade, Paris QEM Schooling: qem-paris@univ-paris1.fr

Teacher of the course: Elena del Mercato (Elena.delMercato@univ-paris1.fr)

Webpage: www.parisschoolofeconomics.eu/en/persons/elena-del-mercato/

Teacher of the TDs: Fabian Aguirre-Lopez

Content

• Unconstrained optimization.
• Constrained optimization (equalities, inequalities).
• Finite horizon dynamic programming.
• Infinite horizon dynamic programming.
• Metric spaces. Banach's fixed point Theorem.
  

Textbooks 

[S] - Sundaram R.K. (1999): A First Course in Optimization Theory, Cambridge University Press, Cambridge. 

[SHSS] - Sydsaeter K., Hammmond P., Seierstadt A., Strom A. (2005): Further Mathematics for Economic Analysis, Prentice Hall. 

The detailed syllabus is attached below.