Algorithms and Complexity for some Multivariate Problems

Publication date 3 May 2019

Rate of convergence, degree of approximation (41A25) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46) Approximate quadratures (41A55) Multidimensional problems (41A63) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Asymptotic theory of convex bodies (52A23) Random matrices (probabilistic aspects) (60B20) Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15) Numerical integration (65D30) Numerical analysis in abstract spaces (65J99) Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20)

Abstract: We study multivariate problems like function approximation, numerical integration, global optimization and dispersion. We obtain new results on the information complexity

n (v a r e p s i l o n, d)

of these problems. The information complexity is the amount of information (e.g. the number of function values) that is needed to solve the

d

-dimensional problem up to a prescribed error

v a r e p s i l o n > 0

. We present optimal algorithms for some of these problems. An extended abstract can be found in the section "Introduction and Results".

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