TY - JOUR
T1 - Polynomial-time algorithms for multivariate linear problems with finite-order weights
T2 - Worst case setting
AU - Wasilkowski, G. W.
AU - Woźniakowski, H.
PY - 2005/11
Y1 - 2005/11
N2 - 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.
AB - 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.
KW - Finite-order weights
KW - Multivariate linear problems
KW - Polynomial-time algorithms
KW - Small effective dimension
KW - Tractability
UR - http://www.scopus.com/inward/record.url?scp=31844456589&partnerID=8YFLogxK
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U2 - 10.1007/s10208-005-0171-4
DO - 10.1007/s10208-005-0171-4
M3 - Article
AN - SCOPUS:31844456589
SN - 1615-3375
VL - 5
SP - 451
EP - 494
JO - Foundations of Computational Mathematics
JF - Foundations of Computational Mathematics
IS - 4
ER -