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Introduction to Online Convex Optimization
Open accessAbstract
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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Metadata
- Authors
- Hazan, E.
- Venue
- Foundations and Trends in Optimization
- Publisher
- Emerald
- Published
- 2016-08-30
- Volume
- 2
- Issue
- 3-4
- Pages
- 157-325
- ISSN
- 2167-3888 (ISSN-L)
- 2167-3918
- OpenAlex
- W2973115103
- Cited by
- 747
- References
- 75
- FWCI
- 44.16
- Type
- journal article
- Language
- en
- Open access
- green
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