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Recently, deep neural network (DNN) has been widely adopted in the design of intelligent communication systems thanks to its strong learning ability and low testing complexity. However, most offline DNN-based methods suffer from unsatisfactory performance, limited generalization ability, and poor interpretability. In this letter, we propose an online DNN-based approach to solve general optimization problems in wireless communications, where a dedicated DNN is trained for each data sample. By treating the optimization variables and the objective function as network parameters and loss function, respectively, the optimization problem can be solved through network training. Due to the online optimization nature, the proposed approach manifests strong generalization ability and interpretability, while its superior performance is demonstrated through a practical example of joint beamforming in intelligent reflecting …