For Current Students

MATH2070/2970 Optimization and Financial Mathematics

General Information

This page contains information on the Intermediate Unit of Study MATH2070 Optimization and Financial Mathematics and MATH2970 Optimization and Financial Mathematics (advanced). Note that MATH2070 and MATH2970 share the same classes.

This unit is offered in Semester 2.

Lecturer(s): Georg Gottwald

For further information on Intermediate Mathematics and Statistics, refer to the Intermediate Handbook. In particular, see the MATH2070/2970 handbook entry for further information relating to MATH2070 and MATH2970.

You may also view the description of MATH2070 and the description of MATH2970 in the central units of study database.

  • Credit point value: 6CP.
  • Classes per week: Three lectures, one tutorial and one computer laboratory session.

Email enquiries about MATH2070 may be sent to MATH2070@maths.usyd.edu.au.

Students: Please give your name and SID when emailing us. Anonymous emails will not be replied to.

Online Resources

Course Information

  • Course Information
  • Printed Lecture Notes (including tutorial sheets and computer lab sheets) for MATH2070/2970 Optimisation and Financial Mathematics by PW Buchen and DJ Ivers will be available from KopyStop, Shop 3/55 Mountain St, Broadway.

Weekly Consultations (after appointment)

  • Georg Gottwald (Carslaw 625): Tuesdays 2-3PM.

Lectures

Georg Gottwald's handwritten notes here:
Week 1 (Chapter 1, optimizing differentiable functions): Lecture 1, Lecture 2, Lecture 3
Week 2 (Chapter 2, standard linear programs): Lecture 4, Lecture 5, Lecture 6
Week 3 (Chapter 2, simplex alg. & non-standard LP's): Lecture 7, Lecture 8, Lecture 9, Lectures 7-9 as delivered by David Ivers
Week 4 (Chapter 2, two-phase alg. & dual problem): Lecture 10, Lecture 11, Lecture 12
  • On the economic interpretation of the dual problem
    Week 5 (Chapter 3, nonlinear optimization): Lecture 13, Lecture 14, Lecture 15
    Week 6 (Chapter 4, constrained nonlinear optimization): Lecture 16, Lecture 17,

    Tutorials

    Tutorials start in week 2. Solutions:

    Computer Labs

    Computer labs start in week 2. Solutions Some instructions on how to generate plots and reports in Matlab, and an example output.
    Duncan Sutherland's brief guide to Matlab. Please note that Duncan is no longer a tutor for MATH 2070, so it is inappropriate to email him with queries on this course.

    Matlab Routines

    • You may also play with the MATLAB routine linprog which is part of the standard MATLAB distribution.

    Assignment

    • Assignment
      Submit it STAPLED into a folder with the signed cover sheet as your very first page to the marked box on level 6 opposite the lifts.

    Work, Health and Safety

    Work, Health and Safety information for undergraduates

    Timetable

    Last revised 30/08/15

    MATH2070MondayTuesdayWednesdayThursdayFriday
    10am Lecture
    157
    GA.Gottwald
    Tutorial
    452
    (Wks 2-13)
    GA.Gottwald
    Lecture
    157
    GA.Gottwald
     
     
    11am Tutorial
    451
    (Wks 2-13)
    DSW.Ng
    Tutorial
    451
    (Wks 2-13)
    W.Wu
     
     
     
       
    Computer Laboratory
    705/706
    (Wks 2-13)
    GA.Gottwald
     
     
     
    noon Tutorial
    451
    (Wks 2-13)
    DSW.Ng
    Computer Laboratory
    729/730
    (Wks 2-13)
    J.Ching
    Tutorial
    452
    (Wks 2-13)
    W.Wu
     
     
    1pm Computer Laboratory
    729/730
    (Wks 2-13)
    W.Wu
    Lecture
    159
    GA.Gottwald
     
     
     
    2pm Computer Laboratory
    729/730
    (Wks 2-13)
    W.Wu
    Computer Laboratory
    729/730
    (Wks 2-13)
    J.Ching
     
     
     

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