Abstract
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. {\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
Original language | English |
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Pages (from-to) | 597-608 |
Journal | Optimization Letters |
Volume | 11 |
Issue number | 3 |
DOIs | |
Publication status | Published - Mar 2017 |
Keywords
- Polynomial optimization
- Taylor’s theorem - grid search