Online convex optimization algorithm

Online Convex Optimization (OCO) is a field in the intersection of game theory, optimization, and machine learning which has been receiving increasing attention due to its recent applications to a wide range of topics such as complexity theory and graph sparsification.
Online Convex Optimization (OCO) is a field in the intersection of game theory, optimization, and machine learning which has been receiving increasing 

Does convexity play a central role in the derivation of online learning algorithms?

In particular, results from the different fields are unified using the prediction with expert advice framework

We feel that convexity plays a central role in the derivation of online learning algorithms, and therefore start the survey with a study of the important sub-family of online learning problems, which is called online convex optimization

Is O(p1 t) a good rate for a convex optimization algorithm?

While near-optimal in terms of the number of iterations, the weakness of this bound lies in its dependence on the dimension

In the next chapter we shall show a rate of O(p1 t ) as a direct consequence of a more general online convex optimization algorithm

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5 Example: Support Vector Machine Training

CVXOPT is a free software package for convex optimization based on the Python programming language. It can be used with the interactive Python interpreter, on the command line by executing Python scripts, or integrated in other software via Python extension modules. Its main purpose is to make the development of software for ...Convex Optimization We develop efficient robust numerical methods and software to solve convex optimization problems resulting from control applications. This includes development of Interior Point Method (IPM) algorithms and Multi-Parametric Programming (MPP) methods.Currently we are developing a real-time Primal-Dual IPM ...

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