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arXiv · 2507.04133

Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluation

Harsh Shah·Purna Chandrasekhar·Rahul Vaze
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Abstract

Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen action $x_{t-1}$ for either the current cost function $f_t$ or the most recent cost function $f_{t-1}$. When the switching cost is linear, online algorithms with optimal order-wise competitive ratios are derived for the frugal setting. When the gradient information is noisy, an online algorithm whose competitive ratio grows quadratically with the noise magnitude is derived.

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Harsh Shah, Purna Chandrasekhar, Rahul Vaze. 2025-07-05. Online Convex Optimization with Switching Cost with Only One Single Gradient Evaluation. https://arxiv.org/abs/2507.04133

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