Lectures on Variational Analysis

Variational analysis brings together ideas from the calculus of variations, optimization and control theory. These lectures introduce the subject and cover convex analysis, nonsmooth analysis and set-valued analysis.

The central concern is problems that come with constraints. Working with them requires set-valued mappings and functions that cannot be differentiated in the usual way. The subject reaches across many fields, from planning finances to guiding a flying vehicle.

The text is written for graduate students, researchers and practitioners in mathematics, engineering, economics and finance. Readers should know multivariable calculus and linear algebra. Familiarity with optimization, control and elementary functional analysis is useful, though the book supplies the background needed for each of these.