Convex analysis, set-valued analysis, as well as nonsmooth analysis are subsumed by variational analysis, a modern branch of mathematical analysis which helps one deal with lack of differentiability, with multiple solutions to equations, with irregular dependence of solutions on parameters, etc. Convex analysis found early motivation in optimization and then greatly contributed to the field, for example by providing the convex duality framework for optimization problems. Nonmsooth analysis found early motivation in optimal control and contributed, for example, versions of the Pontryagin’s Maximum Principle applicable to problems with constraints and irregular penalties.

Location:
Room: EV12.163
Bldg: Concordia University EV Building
1515 Sainte Catherine Street West
Montreal, Quebec
H3G 2W1