Solving Infinite-dimensional Optimization Problems by Polynomial Approximation

  • Olivier Devolder
  • François Glineur
  • Yurii Nesterov
Conference paper


We solve a class of convex infinite-dimensional optimization problems using a numerical approximation method that does not rely on discretization. Instead, we restrict the decision variable to a sequence of finite-dimensional linear subspaces of the original infinite-dimensional space and solve the corresponding finite-dimensional problems in a efficient way using structured convex optimization techniques.We prove that, under some reasonable assumptions, the sequence of these optimal values converges to the optimal value of the original infinite-dimensional problem and give an explicit description of the corresponding rate of convergence.


Linear Subspace Polynomial Approximation Functional Space Regularity Theorem Normed Vector Space 
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Copyright information

© Springer -Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Olivier Devolder
    • 1
  • François Glineur
    • 1
  • Yurii Nesterov
    • 1
  1. 1.ICTEAM & IMMAQUniversité catholique de Louvain, CORELouvain-la-NeuveBelgium

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