Efficient Online Inverse Optimization with O(d) Regret

arXiv:2609.13440 · cs.LG, cs.DS · Submitted 2026-09-11 · Read on arXiv

cs.LG, cs.DS

Submitted: 2026-09-11

Updated: 2026-09-11

License: http://creativecommons.org/licenses/by/4.0/

The gist: We give a deterministic algorithm for online inverse linear optimization with regret O(d), uniform in the horizon and O(d squared) time per round.

Terminology

Abstract

We give a deterministic algorithm for online inverse linear optimization with regret O(d), uniform in the horizon and O(d squared) time per round. A bound of this order was obtained recently by Dewasurendra, settling a question of Gollapudi et al. and of Oki and Sakaue, but by an improper rule that enumerates covers at every scale and costs T Θ(d) a round; ours is the first efficient such bound and the first proper one. We build on the variable-metric framework of Sakaue et al., adding a self-normalized rank-one update, and we replace the potential by the trace power (H-1/2), which is bounded outright and removes the T. The bound also holds against an expert that does not optimize, and we give corruption-robust and rank-adaptive variants, and an application to convex minimization.

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