Lectures - Optimization

Site: MyCourses
Course: ECON-E6000 - Math Camp, Lecture, 23.8.2021-2.9.2021
Book: Lectures - Optimization
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Date: Friday, 12 July 2024, 9:31 PM

Description

Slides

Problem Set 5

1. Optimization with Inequality Constraints


1.1. Example 1


1.2. Example 2


1.3. Necessity of KKT


1.4. Sufficiency of KKT


2. The Value Function


2.1. Correspondences


2.2. The Maximum Theorem


2.3. Concavity and the Maximum Theorem


3. The Envelope Theorem


3.1. Examples


4. Fixed Point Theory


5. OPTIONAL - Duality and Slater's Condition


5.1. OPTIONAL - More Duality