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HU Credits:
3
Degree/Cycle:
2nd degree (Master)
Responsible Department:
environmental economics & management
Semester:
1st Semester
Teaching Languages:
Hebrew
Campus:
Rehovot
Course/Module Coordinator:
judith rivlin
Coordinator Office Hours:
Wednesday 14:00-15:00
Teaching Staff:
Dr. Judith Rivlin
Course/Module description:
Optimization without constraints; Convexity; Nonlinear Programming:
Kuhn-Tucker Conditions; Numerical Methods for Optimization.
Course/Module aims:
To introduce unconstrained and constrained optimization problems. To define what is nonlinear programming . To present analytical solutions including first and second order conditions and numerical solutions to those problems.
Learning outcomes - On successful completion of this module, students should be able to:
To present an economical problem as an optimization problem or as a nonlinear programming problem
Solve it analytically or numerically .
Attendance requirements(%):
100
Teaching arrangement and method of instruction:
lectures and exercises
Course/Module Content:
Optimization without constraints; Convexity; Numerical Solution for an Optimization Problem: Newton's Method, The Method of Steepest Descent; Lagrange Multipliers; Kuhn Tucker Theorem for Nonlinear Programming; Numerical Solution for Nonlinear Programming-The Penalty method; The Envelope theorem.
Required Reading:
שיטות אופטימיזציה בכלכלה חוברת מלווה לקורס 71985
ערכה דר' יהודית ריבלין
רחובות תשע"ו
Additional Reading Material:
A.L. Peressini, F.E. Sullivan, J.J. Uhl,Jr.
The Mathematics of Nonlinear Programming.
Chiang Alpha C.
Fundamental Methods of Mathematical Economics.
Course/Module evaluation:
End of year written/oral examination 100 %
Presentation 0 %
Participation in Tutorials 0 %
Project work 0 %
Assignments 0 %
Reports 0 %
Research project 0 %
Quizzes 0 %
Other 0 %
Additional information:
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