I was wondering if anybody knows of any relevant references on the general topic of active learning for gradually inferring/updating a convex opt. formulation.
As a specific example, I am thinking of a system where a learner can query an oracle the validity of the current best solution to incrementally learn constraints or coefficients of an LP cost function.
I am interested in problems and methods where we don't have access to the full definition of the problem (e.g. in LP the constraints that define the polytope, or the cost coefficients are unknown). Yet we may be able to iteratively solve the problem by iteratively asking a sequence of questions to an oracle until the last query confirms we have reached an optimal solution (an optimal vertex in LP)