One-dimensional variational problems are often neglected in favor of problems which use multiple integrals and partial differential equations, which are typically more difficult to handle. However, these problems and their associated ordinary differential equations do exhibit many of the same challenges and complexity of higher-dimensional problems, while being accessible to more students. This book for graduate students provides the first modern introduction to this subject. It emphasizes direct methods and provides an exceptionally clear view of the underlying theory. Except for standard material on measures, integration and convex functions, the book develops all of the necessary mathematical tools, including basic results for one-dimensional Sobolev spaces, absolutely continuous functions, and functions of bounded variation.