arXiv cs.LGOctober 2, 2026
Sharp Oracle-Regret Tradeoffs for Projection-Free Online Convex Optimization
Excerpt
arXiv:2610.00254v1 Announce Type: new Abstract: We characterize the regret attainable in online convex optimization when access to the feasible set is limited to an exact linear optimization oracle. The learner is given an inscribed ball and a diameter bound and must remain feasible on every consistent instance. For convex $G$-Lipschitz losses, diameter at most $D$, a total allowance of $Q$ oracle calls, and a strict limit of $B$ calls per round, the dimension-free minimax expected regret is $\T