Beyond Online Balanced Descent: An Optimal Algorithm for Smoothed Online Optimization

NeurIPS 2019 Gautam GoelYiheng LinHaoyuan SunAdam Wierman

We study online convex optimization in a setting where the learner seeks to minimize the sum of a per-round hitting cost and a movement cost which is incurred when changing decisions between rounds. We prove a new lower bound on the competitive ratio of any online algorithm in the setting where the costs are $m$-strongly convex and the movement costs are the squared $\ell_2$ norm... (read more)

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