@article{eprints1693, publisher = {Nova Publishers}, pages = {153--189}, title = {Computationally Efficient Approximation Schemes for Functional Optimization}, journal = {International Journal of Computer Research}, year = {2008}, author = {Angelo Alessandri and Giorgio Gnecco and Marcello Sanguineti}, volume = {17}, number = {1/2}, url = {http://eprints.imtlucca.it/1693/}, keywords = {functional optimization, approximation schemes, complexity of admissible solutions, curse of dimensionality, (extended) Ritz method, model-based fault diagnosis, nonlinear programming, stochastic approximation, on-line and off-line optimization}, abstract = {Approximation schemes for functional optimization problems with admissible solutions dependent on a large number d of variables are investigated. Suboptimal solutions are considered, expressed as linear combinations of n-tuples from a basis set. The uses of fixed-basis and variable-basis approximation are compared. In the latter, simple computational units with adjustable parameters are exploited. Conditions are discussed, under which the number n of basis functions required to guarantee a desired accuracy does not grow ?fast? with the number d of variables in admissible solutions, thus mitigating the ?curse of dimensionality?. As an example of application, an optimization-based approach to fault diagnosis for nonlinear stochastic systems is presented. Numerical results for a complex instance of the fault-diagnosis problem are given. } }