Slide 4
Slide 4 text
Introduction Solvability Smoothness Tractability Cones Design Example
Problem
Input
Black box providing noiseless information about f : Ω ⊆ Rd → R
e.g., function values or series coefficients, costing $(f) each
Error tolerance ε
Output ALG(f, ε) that is
Cheap to evaluate and manipulate
Accurate f − ALG(f, ε)
G
ε ∀ε > 0
Efficient to construct
Approximation with fixed computation budget: APP(f, n) =
n
i=1
Li
(f)gi,n
L1
(f), L2
(f), . . . is input function information, e.g., function values or series coefficients
gn
= (g1,n
, . . . , gn,n
) ∈ Gn
COST(f, n) = O(n$(f) + COST(gn
))
Algorithm ALG(f, ε) = APP(f, n∗(f, ε)) satisfying f − APP(f, n∗(f, ε))
G
ε ∀ε > 0
COST(f, ε) = COST(f, n∗(f, ε)) + cost to determine n∗(f, ε)
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