A nearly-linear bound for chasing nested convex bodies

Friedman and Linial [8] introduced the convex body chasing problem to explore the interplay between geometry and competitive ratio in metrical task systems. In convex body chasing, at each time step t ∈ N, the online algorithm receives a request in the form of a convex body K_t ⊂ R^d and must output a point x_t ∈ K_t. The goal is to minimize the total movement between consecutive output points, where the distance is measured in some given norm. This problem is still far from being understood. Recently Bansal et al. [4] gave an 6^d(d!)²-competitive algorithm for the nested version, where each convex body is contained within the previous one. We propose a different strategy which is O(dlog d)competitive algorithm for this nested convex body chasing problem. Our algorithm works for any norm. This result is almost tight, given an Ω(d) lower bound for the `_∞ norm [8].