š [Logic and proofs](01.logic_proofs) | | | 2 | | š¬ [Problem set *alpha*](ps01_alfa) | | | | Feb 27 | š [Univariate and bivariate optimization](02.optimization_intro) | | | 3 | | š¬ [Problem set *beta*](ps02_beta) | | | | March 5 | š [Revision of set theory](03.sets)

š [Mappings and cardinality](03.mappings) | | | 4 | | š¬ [Problem set *gamma*](ps03_gamma) | | | | March 11 | Quiz 1 (3%) [link](https://wattlecourses.anu.edu.au/course/view.php?id=42514#section-1) | 20min, computerized | | | March 12 | š [Sequences, limits and continuity](04.basic_analysis)

š [Fundamentals of optimization](05.optimization_fundamentals) | | | 5 | | š¬ [Problem set *delta*](ps04_delta) | | | | March 19 | š [Matrices and matrix arithmetic](06.matrix_arithmetic)

š [Multivariate calculus](06.multivariate_calculus) | | | 6 | | š¬ [Problem set *epsilon*](ps05_epsilon) | | | | March 25 | Quiz 2 (3%) [link](https://wattlecourses.anu.edu.au/course/view.php?id=42514#section-1) | 20min, computerized | | | March 26 | š [Vector spaces and linear operators](07.linear_algebra) | | | | | Teaching break | 2 weeks | | 7 | | š¬ [Problem set *zeta*](ps06_zeta) | | | | April 15 | Midterm exam (35%)

š [Practice problems](ps_practice_midterm) | 1h, invigilated | | | April 16 | š [Eigenpairs and diagonalization](08.determinants_eigenpairs)

š [Quadratic forms](08.quadratic_forms) | | | 8 | | š¬ [Problem set *eta*](ps07_eta) | | | | April 22 | Quiz 3 (3%) [link](https://wattlecourses.anu.edu.au/course/view.php?id=42514#section-1) | 20min, computerized | | | April 23 | š [Unconstrained optimization](09.unconstrained) | | | 9 | | š¬ [Problem set *theta*](ps08_theta) | | | | April 30 | š [Convexity and uniqueness](09.convexity_uniqueness) | | 10 | | š¬ [Problem set *iota*](ps09_iota) | | | | May 6 | Quiz 4 (3%) [link](https://wattlecourses.anu.edu.au/course/view.php?id=42514#section-1) | 20min, computerized | | | May 7 | š [Constrained optimization](10.constrained.Lagrange) | | | 11 | | š¬ [Problem set *kappa*](ps10_kappa) | | | | May 14 | š [Kuhn-Tucker conditions](10.constrained.KKT)

š [Envelope theorem](11.envelope_theorem) | | | 12 | | š¬ [Problem set *lambda*](ps11_lambda)

š Consultations | | | | May 20 | Quiz 5 (3%) [link](https://wattlecourses.anu.edu.au/course/view.php?id=42514#section-1) | 20min, computerized | | | May 21 | š [Revision](13.revision) | | | | | Final exam (55%) | 3h, invigilated | ## Course web pages [**Class summary ECON2125**](https://programsandcourses.anu.edu.au/course/ECON2125/First%20Semester/3020) [**ECON6012**](https://programsandcourses.anu.edu.au/course/ECON6012/First%20Semester/4103) - Official course description [**Course Wattle page**](https://wattlecourses.anu.edu.au/course/view.php?id=42514) - Announcements - Recordings - Assessments - Grades [optim.iskh.me](https://optim.iskh.me) - sufficient lecture notes - downloadable as markdown or pdf - GitHub based - submit issues and typos through the provided button - **Latest version of the notes a day before the lecture** - check for the updates in the morning ## Course convener and lecturer Professor **Fedor Iskhakov** ```{figure} _static/photo/f2.jpg :height: 300 px :align: left ``` - Office: 1021 HW Arndt Building - Email: fedor.iskhakov@anu.edu.au - Web: [fedor.iskh.me](https://fedor.iskh.me) - Office hours: **Monday 09:30 to 11:00** during teaching weeks `updated` > Iām an applied micro-econometrician and a computational economist working in the field of structural estimation of dynamic models of individual and strategic choice, with applications to labor economics, public economics, durable goods markets, household finance, applied industrial organization and dynamic games. ## Tutoring team **Wending Liu** ```{figure} _static/photo/Wending-Liu.jpg :height: 300 px :align: left ``` - Email: `Wending.Liu@.anu.edu.au` - Web: [Personal page](https://wendingliu.com/) - Room: Room 2084, Copland Bld (24) - Office hours: Wednesday 4pm to 6pm **Fajar Oktiyanto** ```{figure} _static/photo/Fajar-Oktiyanto.jpg :height: 300 px :align: left ``` - Email: Fajar.Oktiyanto@anu.edu.au - Web: [Personal page](https://oktiyanto.github.io) - Room: 2115, Copland Bld (24) `updated` - Office hours: Monday 2pm to 4pm ## Lecture times - Lectures: **Tuesday 15:00 --- 17:00** - Location: **Roomm G31, Copland Bldg 24** - Room has $\approx$ 100 seats - Echo-360 recordings on Wattle - **Face-to-face is strictly preferred** ## Tutorial times - 8 tutorials during the week - see schedule for [https://mytimetable.anu.edu.au/even/timetable](https://mytimetable.anu.edu.au/even/timetable) - search for ECON2125 or ECON6012 and select 2024 semester 1 - register for your selected tutorial at [Wattle page](https://wattlecourses.anu.edu.au/course/view.php?id=42514) | Day | From | To | Room | Tutor | | ---- | ---- | ----- | ----- | ----- | | Monday | 16:00 | 17:00 | Tutorial Room 1, HW Arndt Bldg 25A | Fajar | | Monday | 17:00 | 18:00 | Tutorial Room 1, HW Arndt Bldg 25A | Fajar | | Wednesday | 9:00 | 10:00 | Lecture Theatre 1, HW Arndt Bldg 25A | Wending | | Wednesday | 13:00 | 14:00 | Lecture Theatre 3, CBE Bldg 26C | Wending | | Wednesday | 14:00 | 15:00 | Tutorial Room 5, CBE Bldg 26C | Wending | | Wednesday | 15:00 | 16:00 | Tutorial Room 3, HW Arndt Bldg 25A | Wending | | Wednesday | 16:00 | 17:00 | Tutorial Room 2, HW Arndt Bldg 25A | Fajar | | Thursday | 16:00 | 17:00 | Tutorial Room 2, HW Arndt Bldg 25A | Fajar | ## Assessment ### Quizzes, 3% each - Quick 20 minutes computerized test - Has to be competed during a given date - Each student has one attempt at each quiz - Each student will have their own questions - Access each quiz on the course Wattle page - Multiple choice, true/false and short answer questions - Automatic grading, immediate feedback - **Each quiz will cover the topics of the two preceding lectures** - Every student must attempt each quiz in order to pass the course `` Computerized quizzes are located at the course Wattle page `` ### Midterm exam, 35% ```{Note} :class: warning The midterm is scheduled at **18:30 to 19:45** (1 hour + 15 min reading time) on **Monday, April 15** in **Melville Hall** ``` - Classic close book on-campus - Invigilated - 1-hour exam - **Covers the material from the first half of the semester** - Exam questions will requires simple proofs and derivations - Small final exam - More information will be provided in Week 4, with practice examples discussed prior to the exam - Will be held during week 6 or 7 ### Final exam, 50% - Classic close book on-campus - Invigilated - 3-hour exam - **Covers the material from the whole semester!** - Exam questions will requires simple proofs and derivations - Large midterm exam - More information will be provided in Week 10, with practice examples discussed prior to the exam - Will be held during the examination period May 30 to June 16 ## Reading materials 1. **Primary reference:** lecture slides 2. ***A first course in Optimization Theory*** by Rangarajan K. Sundaram {cite:ps}`sundaram1996` ```{image} _static/img/bibliography/sundaram1996.png :alt: Sundaram 1996 :width: 160px ``` 2. ***Mathematics for Economists*** by Carl P. Simon and Lawrence Blume {cite:ps}`simon1994` ```{image} _static/img/bibliography/simon1994.png :alt: Simon, CP, and L Blume (1994), Mathematics for economists :width: 160px ``` 3. **Additional references** will be provided in the lecture notes if needed. ```{admonition} Previous versions :class: danger This page contains the current lecture notes for the course. An archive of lectures notes from previous years can be found at [https://fedor.iskh.me/teaching](https://fedor.iskh.me/teaching) ```