Course

The course An Introduction to Nonsmooth Analysis is taught by Prof. Abderrahim Jourani, Prof. Emilio Vilches and Prof. Pedro Pérez-Aros (CMM).

Nonsmooth analysis refers to concepts and techniques for functions that are not necessarily differentiable (nonsmooth). Nonsmooth functions appear naturally in Optimization, Economics, Partial Differential Equations, and Machine Learning, among others.

In this course, we introduce generalized derivative calculus from a geometrical and functional point of view. We review the basic constructions, such as normal cones and subdifferentials, and provide applications to optimization, partial differential equations, and probability.

The course is intended for undergraduate and graduate students with a general basis on functional analysis.

 

Abderrahim Jourani

Université de Bourgogne, France

Full Professor at the University of Burgundy (Université de Bourgogne). Director of the Institut de Mathématiques de Bourgogne (IMB), a Joint Research Unit (UMR 5584) under the supervision of the CNRS and the University of Burgundy.