Online convex optimization methods

  • How does convex optimization work?

    Some real-life examples of convex optimization problems include the following: Scheduling of flights: Flight scheduling is an example convex optimization problem.
    It involves finding flight times that minimize costs like fuel, pilot/crew costs, etc. while maximizing the number of passengers..

  • What is a real life example of convex optimization?

    f(x,y,z)=2x2−y+z2→min Convex optimization problem if: (1) f(x)→min My idea is to calculate the Hessian matrix of the objective function and constraints and check if the matrix is positive (semi) definite, which would imply (strictly) convex function..

In online convex optimization, an online player iteratively makes decisions. After committing to a decision, the decision maker suffers a loss. The losses can be adversarially chosen, and even depend on the action taken by the decision maker.

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