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

Funding

FundersFunder number
U.S. Department of Energy Chinese Academy of Sciences Guangzhou Municipal Science and Technology Project Oak Ridge National Laboratory Extreme Science and Engineering Discovery Environment National Science Foundation National Energy Research Scientific Computing Center National Natural Science Foundation of China0095709, 0308713

    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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