MATH 530 Download Page

• Textbook:
• Intriligator, M. D. Mathematical Optimization and Economic Theory. Philadelphia: SIAM, 2002.
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• Suggestion Box

• Course Syllabus (size: 154K)
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• Honors Writing Assignment (size: 70K)
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• Handouts

• Review Material (size: 248K)

  Proof Techniques (size: 195K) revised version posted 9/9/20

  Unconstrained Optimization (size: 431K)

  Constrained Optimization (size: 1.5M)

  The Kuhn-Tucker Conditions (size: 181K) revised version posted 10/20/20

  Kuhn-Tucker Examples (size: 155K)

  Kuhn-Tucker Theory (size: 235K) revised version posted 10/16/20

  Canonical Form (size: 110K) revised version posted 10/21/20

  The Duality Principle (size: 223K) revised version posted 10/23/20

  Extreme Points (size: 199K)

  Complementary Slackness Conditions (size: 200K)

  Shadow Variables (size: 277K)

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• Homework Sets

  Homework Set 1 (size: 118K), Solution Set (size: 257K)

  Introduction to convex sets.

  Homework Set 2 (size: 129K), Solution Set (size: 189K)

  Theory of convex sets.

  Homework Set 3 (size: 102K) revised version posted 9/23/20, Solution Set (size: 205K)

  Application of convex sets, preference relations.

  Homework Set 4 (size: 134K) revised version posted 10/1/20, Solution Set (size: 151K)

  Utility, concave functions.

  Homework Set 5 (size: 144K) revised version posted 10/15/20, Solution Set (size: 158K)

  Multidimensional Taylor series, the firm, nonlinear optimization.

  Homework Set 6 (size: 147K) revised version posted 10/22/20, Solution Set (size: 173K)

  Kuhn-Tucker.

  Homework Set 7 (size: 144K) second revision posted 10/29/20, Solution Set (size: 154K)

  Linear programming, duality.

  Homework Set 8 (size: 142K) second revision posted 11/4/20, Solution Set (size: 195K)

  Extreme points, linear programming.

  Homework Set 9 (size: 152K) revised version posted 11/12/20, Solution Set (size: 176K)

  Shadow variables.

  Homework Set 10 (size: 231K) revised version posted 12/1/20, Solution Set (size: 415K)

  Game theory, intro to actuarial sciences.

  Supplemental Study Material (size: 158K), Solution Set (size: 148K)

  Actuarial sciences.

Return to the syllabi download page.