An Error Analysis for Polynomial Optimization over the Simplex Based on the Multivariate Hypergeometric Distribution
نویسندگان
چکیده
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) 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). 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.
منابع مشابه
On the convergence rate of grid search for polynomial optimization over the simplex
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)] th...
متن کاملAn Efficient Extension of Network Simplex Algorithm
In this paper, an efficient extension of network simplex algorithm is presented. In static scheduling problem, where there is no change in situation, the challenge is that the large problems can be solved in a short time. In this paper, the Static Scheduling problem of Automated Guided Vehicles in container terminal is solved by Network Simplex Algorithm (NSA) and NSA+, which extended the stand...
متن کاملEFFECT OF LOCATION OF EXPLANATORY VARIABLE ON MONITORING POLYNOMIAL QUALITY PROFILES
The quality is typically modeled as the univariate or multivariate distribution of quality characteristic/s. In recent applications of statistical process control, quality profiles in which the relationship between a response and explanatory variable/s is captured and monitored are increasingly used to model the quality. Several techniques have been developed to enhance the speed of detecting c...
متن کاملA refined error analysis for fixed-degree polynomial optimization over the simplex
We consider the problem of minimizing a fixed-degree polynomial over the standard simplex. This problem is well known to be NP-hard, since it contains the maximum stable set problem in combinatorial optimization as a special case. In this paper, we revisit a known upper bound obtained by taking the minimum value on a regular grid, and a known lower bound based on Pólya’s representation theorem....
متن کاملAn alternative proof of a PTAS for fixed-degree polynomial optimization over the simplex
The problem of minimizing a polynomial over the standard simplex is one of the basic NP-hard nonlinear optimization problems — it contains the maximum clique problem in graphs as a special case. It is known that the problem allows a polynomial-time approximation scheme (PTAS) for polynomials of fixed degree, which is based on polynomial evaluations at the points of a sequence of regular grids. ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 25 شماره
صفحات -
تاریخ انتشار 2015