These notes by Dr. Arkadii Slinko provide a very thorough grounding in the skills needed to solve Olympiad inequality problems. They also include a number of nice examples.
Many functional equation problems can be reduced to solving a version of the Cauchy functional equation
These notes by Heather Macbeth explore families of solutions to this equation, and give some Olympiad problem applications.
Solutions to some of the problems are available, and can be obtained by writing to nzmathsolymp@gmail.com.