Bandit Convex Optimisation

This comprehensive reference brings readers to the frontier of research on bandit convex optimisation or zeroth-order convex optimisation. The focus is on theoretical aspects, with short, self-contained chapters covering all the necessary tools from convex optimisation and online learning, including gradient-based algorithms, interior point methods, cutting plane methods and information-theoretic machinery.

Bandit Convex Optimisation features a large number of exercises, open problems and pointers to future research directions, making it ideal for students as well as researchers.