Polynomial-time algorithms for multivariate linear problems with finite-order weights: Worst case setting

G. W. Wasilkowski, H. Woźniakowski

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

We consider approximation of linear multivariate problems defined over weighted tensor product Hilbert spaces with finite-order weights. This means we consider functions of d variables that can be represented as sums of functions of at most q* variables. Here, q* is fixed (and presumably small) and d may be arbitrarily large. For the univariate problem, d = 1, we assume we know algorithms A1,ε that use O(ε-p) function or linear functional evaluations to achieve an error ε in the worst case setting. Based on these algorithms A1,ε, we provide a construction of polynomial-time algorithms Ad,ε for the general d-variate problem with the number of evaluations bounded roughly by ε-pdq* to achieve an error ε in the worst case setting.

Original languageEnglish
Pages (from-to)451-494
Number of pages44
JournalFoundations of Computational Mathematics
Volume5
Issue number4
DOIs
StatePublished - Nov 2005

Keywords

  • Finite-order weights
  • Multivariate linear problems
  • Polynomial-time algorithms
  • Small effective dimension
  • Tractability

ASJC Scopus subject areas

  • Analysis
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

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