Efficient Online Inverse Optimization with $O(d)$ Regret
We give a deterministic algorithm for online inverse linear optimization with regret $O(d)$, uniform in the horizon and $O(d^{2})$ 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 a...