eprintid: 1693
rev_number: 6
eprint_status: archive
userid: 46
dir: disk0/00/00/16/93
datestamp: 2013-09-12 10:45:37
lastmod: 2013-09-16 12:03:00
status_changed: 2013-09-12 10:45:37
type: article
metadata_visibility: show
creators_name: Alessandri, Angelo
creators_name: Gnecco, Giorgio
creators_name: Sanguineti, Marcello
creators_id: 
creators_id: giorgio.gnecco@imtlucca.it
creators_id: 
title: Computationally Efficient Approximation Schemes for Functional Optimization
ispublished: pub
subjects: QA75
divisions: CSA
full_text_status: none
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. 
date: 2008
date_type: published
publication: International Journal of Computer Research
volume: 17
number: 1/2
publisher: Nova Publishers
pagerange: 153-189
refereed: TRUE
issn: 1535-6698
official_url: https://www.novapublishers.com/catalog/product_info.php?products_id=20971
citation:   Alessandri, Angelo and Gnecco, Giorgio and Sanguineti, Marcello  Computationally Efficient Approximation Schemes for Functional Optimization.  International Journal of Computer Research, 17 (1/2).  pp. 153-189.  ISSN 1535-6698      (2008)