Nested Convex Bodies are Chaseable

In the Convex Body Chasing problem, we are given an initial point v0 in Rd and an online sequence of n convex bodies F1, ..., Fn. When we receive Fi, we are required to move inside Fi. Our goal is to minimize the total distance travelled. This fundamental online problem was first studied by Friedman and Linial (DCG 1993). They proved an Omega(√d) lower bound on the competitive ratio, and conjectured that a competitive ratio depending only on d is possible. However, despite much interest in the problem, the conjecture remains wide open. We consider the setting in which the convex bodies are nested: F1 supset ... supset Fn. The nested setting is closely related to extending the online LP framework of Buchbinder and Naor (ESA 2005) to arbitrary linear constraints. Moreover, this setting retains much of the difficulty of the general setting and captures an essential obstacle in resolving Friedman and Linial's conjecture. In this work, we give the first f(d)-competitive algorithm for chasing nested convex bodies in Rd.