This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical optimization. It is necessary as well as beneficial to take a robust approach, by applying an optimization method that learns as one goes along, learning from experience as more aspects of the problem are observed. This view of optimization as a process has become prominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.

翻译：本手稿将优化视为一个过程。在许多实际应用中，环境过于复杂，以至于无法构建全面的理论模型并运用经典算法理论与数学优化方法。有必要且有益的是采取一种鲁棒的方法，即应用一种边进行边学习的优化方法，随着观察到的更多问题方面从经验中学习。这种将优化视为过程的观点在多个领域已变得突出，并在建模和系统中取得了一些显著成功，这些系统如今已成为我们日常生活的一部分。