Topics on Online Learning: Lecture Notes

Convex optimization is a special class of optimization problems, that includes many problems of interest such as least squares and linear programming problems. Convex optimization problems are considered especially important because several efficient algorithms exist for solving them; as a result, many machine learning problems have been modeled as convex optimization. In a typical convex optimization problem, we are given a convex set K, and a convex function f , and our goal is to find a x ∈ K that minimizes f(x).