2015
An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution
Publication
Publication
SIAM Journal on Optimization , Volume 25 - Issue 3 p. 1498- 1514
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. [9] and improves on previously known
O(1/r) bounds in the quadratic case.
Additional Metadata | |
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S.I.A.M. | |
SIAM Journal on Optimization | |
Approximation Algorithms, Quantum Information and Semidefinite Optimization | |
Organisation | Networks and Optimization |
de Klerk, E., Laurent, M., & Sun, Z. (2015). An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution. SIAM Journal on Optimization, 25(3), 1498–1514. |