Lectures on Variational Analysis

Variational analysis is a field that unifies calculus of variations, optimization, and control, focusing on problems with constraints. It has interdisciplinary applications, from financial planning to steering a flying object, and is addressed to graduate students, researchers, and practitioners in mathematical sciences, engineering, economics, and finance.

Format: Paperback / softback
Length: 219 pages
Publication date: 05 February 2023
Publisher: Springer Nature Switzerland AG

This comprehensive book offers an in-depth introduction to variational analysis, a field that seamlessly unites theories and techniques from calculus of variations, optimization, and control. It delves into convex analysis, nonsmooth analysis, and set-valued analysis, providing a comprehensive framework for addressing problems with constraints. The analysis of such problems involves set-valued mappings and functions that lack differentiability, requiring innovative approaches. Spanning diverse applications, variational analysis finds its place in financial planning, steering flying objects, and more. Written for graduate students, researchers, and practitioners in mathematical sciences, engineering, economics, and finance, this book assumes a foundational understanding of multivariable calculus and linear algebra. While some basic knowledge in optimization, control, and elementary functional analysis is beneficial, the book provides all necessary background material to facilitate a deep understanding of variational analysis. By exploring its principles and applications, readers will gain valuable insights into this powerful mathematical tool and its applications across various fields.

Weight: 361g
Dimension: 235 x 155 (mm)
ISBN-13: 9783030799137
Edition number: 1st ed. 2021