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

نویسندگان

  • Etienne de Klerk
  • Monique Laurent
  • Zhao Sun
  • Juan C. Vera
چکیده

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 ∈ 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. SIAM J. Optim. 25(3) 1498–1514 (2015)] that the accuracy of this approximation depends on r as O(1/r) 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) bound.

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عنوان ژورنال:
  • Optimization Letters

دوره 11  شماره 

صفحات  -

تاریخ انتشار 2017