Topic outline

• General
  

  General

  General Presentation:This course introduces to Optimization in finite dimensional spaces (first part), and  infinite dimensional spaces (second part). This is motivated by models in Economics, Finance, Macroeconomics, Statistics, etc., where these tools are fundamental to study existence of solutions, uniqueness, properties of the value, method to compute the solution, etc...
  

   

  • Detailed course contents and schedule of the class File 5.3KB
  • Annonces des enseignants Forum
• Lecture Notes
  

  Lecture Notes

  • Lecture Notes Part II chapter 2 File 401KB
  • Lecture notes Part II chapter 1 File 427.2KB
  • Lecture Notes: Chapter 6 File 321.3KB
  • Lecture Notes: Chapter 5 File 384.1KB
  • Lectures notes: Chapter 4 File 324.1KB
  • Chapters 2 and 3 of the lecture notes File 482.6KB
  • Chapter 1 File 384.4KB

    Presentation of Optimisation

    One Variable Optimisation
    

  • One dimensional analysis File 275.2KB
• Slides
  

  Slides

  • Slides Week 11 session 2 File 135.5KB
  • Slides Week 11 session 1 File 146.6KB
  • Slides Week 10 - 2 File 180KB
  • Slides Week 10 File 159.8KB
  • Slides Week 9 File 226.4KB
  • Slides Week 8 File 183.2KB
  • Slides Week 7 File 155.2KB
  • Slides week 6 File 196.1KB
  • Slides Week 5 2 File 135.5KB
  • Slide Week 5 1 File 155.6KB
  • Slides Week 4 File 179.6KB
  • Slides Week 3 File 230.9KB
  • Slides Week 2 second part File 170.6KB
  • Slides Week 2 first part File 184.3KB
  • Slides Week 1 File 221.4KB
  • Session revision week 12 BigBlueButtonBN
  • Class Week 11 session 2 BigBlueButtonBN
  • Class Week 11 session 1 BigBlueButtonBN
  • Class Week 10 session 2 BigBlueButtonBN
  • Class Week 10 session 1 BigBlueButtonBN
  • Class Week 9 Session 2 BigBlueButtonBN
  • Class Week 9 Session 1.2 BigBlueButtonBN
  • Class Week 9 Session 1.1 BigBlueButtonBN
  • Class Week 8 BigBlueButtonBN
  • Class Week 7 Session 2 BigBlueButtonBN
  • Class Week 7 Session 1 BigBlueButtonBN
  • Class Week 6 Session 2 BigBlueButtonBN
  • Class Week 6 Session 1 BigBlueButtonBN
  • Class Week 5 Session 2 BigBlueButtonBN
  • Class Week 5 Session 1 BigBlueButtonBN
  • Class Week 4 Session 2 BigBlueButtonBN
  • Class Week 4 Session 1 BigBlueButtonBN
  • Class Week 3 Session 2 BigBlueButtonBN
  • Class Week 2 session 2 BigBlueButtonBN
  • Class Week 1 Session 2 BigBlueButtonBN
  • Class Week 1 session 1 BigBlueButtonBN
  • Reminder on Euclidean Algebra 1 BigBlueButtonBN

    Presentation of Section 3.2.2 of the second chapter of the lecture notes. First part: Orthogonal spaces
    

  • Reminder on Euclidean Algebra 2 BigBlueButtonBN

    Presentation of Section 3.2.2 of the second chapter of the lecture notes. Second part: Properties of the symmetric matrices
    

• TD solutions
  

  TD solutions

  • Chapter 1 Solutions File 108.3KB
  • Chapter 2 Solution File 127KB
  • Chapter 3 Solution File 137.1KB
  • Chapter 4 Solutions File 97.8KB
  • Chapter 5 Solutions File 187.7KB
  • Chapter 6 Solutions File 133.7KB
  • Answers of the test on metric spaces File 146.3KB
  • Test on metric spaces File 129.1KB
  • Metric space solution File 1.7MB
  • Correction of the DU mid-term exam File 131.8KB
  • For your revision File 105.8KB

    Subject of the DU MMEF mid-term exam.
    

  • TD 01/12/2020 Zoom meeting
  • TD 3/12/2020 Zoom meeting
  • Dynamic programming solutions File 162KB