@article{eprints1703, volume = {1}, number = {3}, title = {Information complexity of functional optimization problems and their approximation schemes}, pages = {303--317}, author = {Giorgio Gnecco and Marcello Sanguineti}, year = {2010}, journal = {Mathematics in Engineering, Science and Aerospace (MESA)}, url = {http://eprints.imtlucca.it/1703/}, abstract = {Functional optimization is investigated using tools from information-based complexity. In such optimization problems, a functional has to be minimized with respect to admissible solutions belonging to an infinite-dimensional space of functions. This context models tasks arising in optimal control, systems identification, machine learning, time-series analysis, etc. The solution via variable-basis approximation schemes, which provide a sequence of nonlinear programming problems approximating the original functional one, is considered. Also for such problems, the information complexity is estimated.} }