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arxiv: 1510.01163 · v2 · pith:P7PSWCZVnew · submitted 2015-10-05 · 🧮 math.OC

On the convergence rate of grid search for polynomial optimization over the simplex

classification 🧮 math.OC
keywords polynomialrationalsimplexgivengridminimizeroptimizationaccuracy
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We consider the approximate minimization of a given polynomial on the standard simplex, obtained by taking the minimum value over all rational grid points with given denominator ${r} \in \mathbb{N}$. It was shown in [De Klerk, E., Laurent, M., Sun, Z.: An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution. {\em SIAM J. Optim.} 25(3) 1498--1514 (2015)] that the relative accuracy of this approximation depends on $r$ as $O(1/r^2)$ if there exists a rational global minimizer. In this note we show that the rational minimizer condition is not necessary to obtain the $O(1/r^2)$ bound.

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