# Dimension-Free Bounds on Chasing Convex Functions

arXiv: https://arxiv.org/abs/2005.14058 · HTML: https://mlsanity.com/paper/2005.14058/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 28 May 2020.

## Built on by (most cited first, 8 of 8)

- [Revisiting Smoothed Online Learning](https://mlsanity.com/paper/2102.06933/) (2021)
- [Chasing Convex Bodies and Functions with Black-Box Advice](https://mlsanity.com/paper/2206.11780/) (2022)
- [Smoothed Online Convex Optimization Based on Discounted-Normal-Predictor](https://mlsanity.com/paper/2205.00741/) (2022)
- [Chasing Convex Functions with Long-term Constraints](https://mlsanity.com/paper/2402.14012/) (2024)
- [Convex Optimization with Nested Evolving Feasible Sets](https://mlsanity.com/paper/2605.07386/) (2026)
- [Online Convex Optimization with Switching Cost and Delayed Gradients](https://mlsanity.com/paper/2310.11880/) (2023)
- [Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluation](https://mlsanity.com/paper/2507.04133/) (2025)
- [Capacity Provisioning Motivated Online Non-Convex Optimization Problem with Memory and Switching Cost](https://mlsanity.com/paper/2403.17480/) (2024)

## Abstract (arXiv)

We consider the problem of chasing convex functions, where functions arrive over time. The player takes actions after seeing the function, and the goal is to achieve a small function cost for these actions, as well as a small cost for moving between actions. While the general problem requires a polynomial dependence on the dimension, we show how to get dimension-independent bounds for well-behaved functions. In particular, we consider the case where the convex functions are kappa-well-conditioned, and give an algorithm that achieves an O(√ kappa)-competitiveness. Moreover, when the functions are supported on k-dimensional affine subspaces--e.g., when the function are the indicators of some affine subspaces--we get O(min(k, √k log T))-competitive algorithms for request sequences of length T. We also show some lower bounds, that well-conditioned functions require Omega(kappa1/3)-competitiveness, and k-dimensional functions require Omega(√k)-competitiveness.
