Bandit convex optimisation / Tor Lattimore.

Format:

Book

Author/Creator:

Lattimore, Tor, 1987- Author.

Language:

English

Subjects (All):

Convex programming.

Mathematical optimization.

Algorithms.

Decision making--Mathematical models.

Decision making.

Physical Description:

1 online resource (ix, 269 pages) : digital, PDF file(s).

Place of Publication:

Cambridge ; New York : Cambridge University Press, 2026.

Summary:

This comprehensive reference brings readers to the frontier of research on bandit convex optimization or zeroth-order convex optimization. The focus is on theoretical aspects, with short, self-contained chapters covering all the necessary tools from convex optimization and online learning, including gradient-based algorithms, interior point methods, cutting plane methods and information-theoretic machinery. The book features a large number of exercises, open problems and pointers to future research directions, making it ideal for students as well as researchers.

Contents:

Introduction and problem statement

Overview of methods and history

Mathematical tools

Bisection in one dimension

Online gradient descent

Self-concordant regularisation

Linear and quadratic bandits

Exponential weights

Cutting plane methods

Online Newton step

Online Newton step for adversarial losses

Gaussian optimistic smoothing

Submodular minimisation

Outlook.

Notes:

Title from publisher's bibliographic system (viewed on 10 Mar 2026).

ISBN:

1-009-60758-8

1-009-60755-3