September 17, 2026David Martínez-Rubio, Brian Bullins, Cristóbal Guzmán et al.
We study first-order black-box convex optimization over an $\ell_p$-ball for objectives Lipschitz in the $\ell_q$-norm, solving in the affirmative the nonsmooth version of the COLT open question (Guz15b) on whether the geometry of a smaller feasible set ($p