Introduction to Online Convex Optimization [article]

Elad Hazan
<span title="2021-12-19">2021</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
This manuscript 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
more &raquo; ... rominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1909.05207v2">arXiv:1909.05207v2</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/2fvtye3uo5dajjy4hfdwk33lbq">fatcat:2fvtye3uo5dajjy4hfdwk33lbq</a> </span>
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