TY  - JOUR
ID  - eprints1703
EP  - 317
VL  - 1
Y1  - 2010///
AV  - none
TI  - Information complexity of functional optimization problems and their approximation schemes
IS  - 3
JF  - Mathematics in Engineering, Science and Aerospace (MESA)
UR  - http://nonlinearstudies.com/index.php/mesa/article/view/403
SN  - 2041-3165
A1  - Gnecco, Giorgio
A1  - Sanguineti, Marcello
SP  - 303
N2  - 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.
ER  -