A tutorial on online convex optimization given in ICML (w. Satyen Kale), including slides
Talks about optimization for machine learning, with chapters on online convex optimization:
Optimization for machine learning at Simon Institute Berkeley, part 1 and part 2
Sublinear optimization derived from online convex optimization, talk at Microsoft Research
Course webpages:
COS 511, Theoretical machine learning at Princeton
ISyE 4803 – Online Learning and Decision Making, Georgia Tech