Exploiting problem structure in optimization under uncertainty via online convex optimization

On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes

(2016) Hao Jiang et al.   SIAM JOURNAL ON OPTIMIZATION

A Saddle Point Algorithm for Networked Online Convex Optimization

(2015) Alec Koppel et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Oracle-Based Robust Optimization via Online Learning

(2015) Aharon Ben-Tal et al.   OPERATIONS RESEARCH

On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging

(2014) Angelia Nedić et al.   SIAM JOURNAL ON OPTIMIZATION

Regret bounded by gradual variation for online convex optimization

(2013) Tianbao Yang et al.   MACHINE LEARNING

Theory and Applications of Robust Optimization

(2011) Dimitris Bertsimas et al.   SIAM REVIEW

Cutting-set methods for robust convex optimization with pessimizing oracles

(2009) Almir Mutapcic et al.   OPTIMIZATION METHODS & SOFTWARE