Chasing Nested Convex Bodies Nearly Optimally
Abstract
The convex body chasing problem, introduced by Friedman and Linial, is a competitive analysis problem on any normed vector space. In convex body chasing, for each timestep , a convex body is given as a request, and the player picks a point . The player aims to ensure that the total distance is within a bounded ratio of the smallest possible offline solution. In this work, we consider the nested version of the problem, in which the sequence must be decreasing. For Euclidean spaces, we consider a memoryless algorithm which moves to the so-called Steiner point, and show that in a certain sense it is exactly optimal among memoryless algorithms. For general finite dimensional normed spaces, we combine the Steiner point and our recent previous algorithm to obtain a new algorithm which is nearly optimal for all spaces with , closing a polynomial gap.
Cite
@article{arxiv.1811.00999,
title = {Chasing Nested Convex Bodies Nearly Optimally},
author = {Sébastien Bubeck and Bo'az Klartag and Yin Tat Lee and Yuanzhi Li and Mark Sellke},
journal= {arXiv preprint arXiv:1811.00999},
year = {2021}
}