Worst case tractability of linear problems in the presence of noise: Linear information

We study the worst case tractability of multivariate linear problems defined on separable Hilbert spaces. Information about a problem instance consists of noisy evaluations of arbitrary bounded linear functionals, where the noise is either deterministic or random. The cost of a single evaluation dep...

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Veröffentlicht in:Journal of Complexity 2023-12, Vol.79, p.101782, Article 101782
Hauptverfasser: Plaskota, Leszek, Siedlecki, Paweł
Format: Artikel
Sprache:eng
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Zusammenfassung:We study the worst case tractability of multivariate linear problems defined on separable Hilbert spaces. Information about a problem instance consists of noisy evaluations of arbitrary bounded linear functionals, where the noise is either deterministic or random. The cost of a single evaluation depends on its precision and is controlled by a cost function. We establish mutual interactions between tractability of a problem with noisy information, the cost function, and tractability of the same problem, but with exact information.
ISSN:0885-064X
1090-2708
DOI:10.1016/j.jco.2023.101782