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arxiv: 1407.2108 · v1 · pith:4G2CNAO7new · submitted 2014-07-08 · 🧮 math.OC

An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution

classification 🧮 math.OC
keywords polynomialsrationalsimplexcaseconvergenceproblemquadraticrate
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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 $r$ (for given $r$). We show that the associated convergence rate is $O(1/r^2)$ 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 $O(1/r^2)$. Our results answer a question posed by De Klerk et al. (2013) and improves on previously known $O(1/r)$ bounds in the quadratic case.

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