%J International Journal of Computer Research %P 153-189 %T Computationally Efficient Approximation Schemes for Functional Optimization %N 1/2 %V 17 %L eprints1693 %X 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. %I Nova Publishers %K 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 %D 2008 %A Angelo Alessandri %A Giorgio Gnecco %A Marcello Sanguineti