An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution
Optimization and Control
2014-07-09 v1
Abstract
We study the minimization of fixed-degree polynomials over the simplex. This problem is well-known to be NP-hard, as it contains the maximum stable set problem in graph theory as a special case. In this paper, we consider a rational approximation by taking the minimum over the regular grid, which consists of rational points with denominator (for given ). We show that the associated convergence rate is for quadratic polynomials. For general polynomials, if there exists a rational global minimizer over the simplex, we show that the convergence rate is also of the order . Our results answer a question posed by De Klerk et al. (2013) and improves on previously known bounds in the quadratic case.
Cite
@article{arxiv.1407.2108,
title = {An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution},
author = {Etienne de Klerk and Monique Laurent and Zhao Sun},
journal= {arXiv preprint arXiv:1407.2108},
year = {2014}
}
Comments
17 pages