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Breaking the $O(\sqrt{T})$ Cumulative Constraint Violation Barrier while Achieving $O(\sqrt{T})$ Static Regret in Constrained Online Convex Optimization

Machine Learning 2026-03-24 v1 Machine Learning

Abstract

The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action xtXRdx_t \in \mathcal{X} \subset \mathbb{R}^d, a convex loss function ftf_t and a convex constraint function gtg_t that drives the constraint gt(x)0g_t(x)\le 0 are revealed. The objective is to simultaneously minimize the static regret and cumulative constraint violation (CCV) compared to the benchmark that knows the loss functions and constraint functions ftf_t and gtg_t for all tt ahead of time, and chooses a static optimal action that is feasible with respect to all gt(x)0g_t(x)\le 0. In recent prior work Sinha and Vaze [2024], algorithms with simultaneous regret of O(T)O(\sqrt{T}) and CCV of O(T)O(\sqrt{T}) or (CCV of O(1)O(1) in specific cases Vaze and Sinha [2025], e.g. when d=1d=1) have been proposed. It is widely believed that CCV is Ω(T)\Omega(\sqrt{T}) for all algorithms that ensure that regret is O(T)O(\sqrt{T}) with the worst case input for any d2d\ge 2. In this paper, we refute this and show that the algorithm of Vaze and Sinha [2025] simultaneously achieves regret of O(T)O(\sqrt{T}) regret and CCV of O(T1/3)O(T^{1/3}) when d=2d=2.

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Cite

@article{arxiv.2603.20671,
  title  = {Breaking the $O(\sqrt{T})$ Cumulative Constraint Violation Barrier while Achieving $O(\sqrt{T})$ Static Regret in Constrained Online Convex Optimization},
  author = {Haricharan Balasundaram and Karthick Krishna Mahendran and Rahul Vaze},
  journal= {arXiv preprint arXiv:2603.20671},
  year   = {2026}
}