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Academic Tool – Methods Elementary Advanced Static Optimization with MATLAB Trainer Objective The Centre GRADE GSEFM opens its “Pre-Semester Courses” held by advanced PhD students to all GRADE members. These courses cover different topics such as –in this case– static optimization with MATLAB. Description The workshop covers: • Canonical Programming Problem • Unconstrained Maximization oNecessary and Sufficient Conditions oConcave and Generalized Concave Problems • M aximization with Equality Constraints oNecessary and Sufficient Conditions oConcave and Generalized Concave Problems • M aximization with Equality and Inequality Constraints oNecessary and Sufficient Conditions oConcave and Generalized Concave Problems • Comparative Statics and Value Functions • Numerical Illustration in MATLAB: Newton´s Method and Quasi-Newton Methods Prerequisites: Students are expected to have a solid undergraduate background in mathematics. Students missing some of this background are expected to have worked through the following reference prior to the beginning of the course: Chiang, A.C. and K. Wainwright (2005): Fundamental Methods of Mathematical Economics, Mc Graw-Hill Irwin. This workshop will take place at Campus Westend. Organisational Information Language English Target group Doctoral Candidates at all stages from all faculties Date Monday-Wednesday, 28-30 September 2015, 9:00 – 15:00 Registration Click here Graduate School of Economics, Finance, and Management Goethe University, Frankfurt
