Papers › Introduction to Online Convex Optimization

Introduction to Online Convex Optimization

7 Sep 2019arXiv:1909.05207archive 2025-07-28

Elad Hazan

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 prominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.

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