Introduction to Online Convex Optimization
Foundations and Trends in Optimization, 2 (3-4):
157--325 (2016)DOI: 10.1561/2400000013
Abstract
This monograph portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical optimization. It is necessary as well as beneficial to take a robust approach, by applying an optimization method that learns as one goes along, learning from experience as more aspects of the problem are observed. This view of optimization as a process has become prominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.
Description
Book ISBN 978-1-68083-170-2
