We study the problem of chasing convex bodies online: given a sequence of
convex bodies $K_tR^d$ the algorithm must respond with
points $x_tK_t$ in an online fashion (i.e., $x_t$ is chosen before
$K_t+1$ is revealed). The objective is to minimize the total distance between
successive points in this sequence. Recently, Bubeck et al. (STOC 2019) gave a
$2^O(d)$-competitive algorithm for this problem. We give an algorithm that is
$O(\min(d, d T))$-competitive for any sequence of length $T$.
Description
[1905.11877] Chasing Convex Bodies with Linear Competitive Ratio
%0 Journal Article
%1 argue2019chasing
%A Argue, C. J.
%A Gupta, Anupam
%A Guruganesh, Guru
%A Tang, Ziye
%D 2019
%K convex optimization theory
%T Chasing Convex Bodies with Linear Competitive Ratio
%U http://arxiv.org/abs/1905.11877
%X We study the problem of chasing convex bodies online: given a sequence of
convex bodies $K_tR^d$ the algorithm must respond with
points $x_tK_t$ in an online fashion (i.e., $x_t$ is chosen before
$K_t+1$ is revealed). The objective is to minimize the total distance between
successive points in this sequence. Recently, Bubeck et al. (STOC 2019) gave a
$2^O(d)$-competitive algorithm for this problem. We give an algorithm that is
$O(\min(d, d T))$-competitive for any sequence of length $T$.
@article{argue2019chasing,
abstract = {We study the problem of chasing convex bodies online: given a sequence of
convex bodies $K_t\subseteq \mathbb{R}^d$ the algorithm must respond with
points $x_t\in K_t$ in an online fashion (i.e., $x_t$ is chosen before
$K_{t+1}$ is revealed). The objective is to minimize the total distance between
successive points in this sequence. Recently, Bubeck et al. (STOC 2019) gave a
$2^{O(d)}$-competitive algorithm for this problem. We give an algorithm that is
$O(\min(d, \sqrt{d \log T}))$-competitive for any sequence of length $T$.},
added-at = {2019-05-29T19:29:41.000+0200},
author = {Argue, C. J. and Gupta, Anupam and Guruganesh, Guru and Tang, Ziye},
biburl = {https://www.bibsonomy.org/bibtex/218447bd483684372803aa7964f0de4fd/kirk86},
description = {[1905.11877] Chasing Convex Bodies with Linear Competitive Ratio},
interhash = {a7313229cb2f0f06889f72131f134126},
intrahash = {18447bd483684372803aa7964f0de4fd},
keywords = {convex optimization theory},
note = {cite arxiv:1905.11877},
timestamp = {2019-05-29T19:29:41.000+0200},
title = {Chasing Convex Bodies with Linear Competitive Ratio},
url = {http://arxiv.org/abs/1905.11877},
year = 2019
}