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math.OC2025
Bandit Convex Optimisation
Tor Lattimore
Bandit convex optimisation is a fundamental framework for studying zeroth-order convex optimisation. This book covers the many tools used for this problem, including cutting plane…
math.OC2024
Online Newton Method for Bandit Convex Optimisation
Hidde Fokkema, Dirk van der Hoeven, Tor Lattimore +1
We introduce a computationally efficient algorithm for zeroth-order bandit convex optimisation and prove that in the adversarial setting its regret is at most $d^{3.5} \sqrt{n} \ma…