TY - JOUR ID - eprints1693 TI - Computationally Efficient Approximation Schemes for Functional Optimization AV - none KW - functional optimization KW - approximation schemes KW - complexity of admissible solutions KW - curse of dimensionality KW - (extended) Ritz method KW - model-based fault diagnosis KW - nonlinear programming KW - stochastic approximation KW - on-line and off-line optimization UR - https://www.novapublishers.com/catalog/product_info.php?products_id=20971 IS - 1/2 VL - 17 PB - Nova Publishers EP - 189 A1 - Alessandri, Angelo A1 - Gnecco, Giorgio A1 - Sanguineti, Marcello SP - 153 N2 - 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. JF - International Journal of Computer Research SN - 1535-6698 Y1 - 2008/// ER -