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On the Curse of Dimensionality in the Ritz Method

Abstract

It is shown that the classical Ritz method of the calculus of variations suffers from the “curse of dimensionality,” i.e., an exponential growth, as a function of the number of variables, of the dimension a linear subspace needs in order to achieve a desired relative improvement in the accuracy of approximation of the optimal solution value. The proof is constructive and is obtained by exhibiting a family of infinite-dimensional optimization problems for which this happens, namely those with quadratic functional and spherical constraint. The results provide a theoretical motivation for the search of alternative solution methods, such as the so-called “extended Ritz method,” to deal with the curse of dimensionality.

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Correspondence to Giorgio Gnecco.

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Gnecco, G. On the Curse of Dimensionality in the Ritz Method. J Optim Theory Appl 168, 488–509 (2016). https://doi.org/10.1007/s10957-015-0804-y

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  • DOI: https://doi.org/10.1007/s10957-015-0804-y

Keywords

  • Ritz method
  • Curse of dimensionality
  • Infinite-dimensional optimization
  • Approximation schemes
  • Extended Ritz method

Mathematics Subject Classification

  • 90C06
  • 90C26
  • 90C48