Encyclopedia of Optimization
2009, Part 9, 1603-1608, DOI: 10.1007/978-0-387-74759-0_281

Information-based Complexity and Information-based Optimization

J. F. Traub and A. G. Werschulz

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Abstract

Keywords
Information-Based Complexity
  Computational Complexity of High-Dimensional Integration
  Mathematical Finance
  General Theory
Information-Based Optimization
See also
References

Keywords   Information-based complexity  -  Information-based optimization  -  Real number model  -  Linear programming  -  Nonlinear optimization  -  High-dimensional integration  -  Mathematical finance  -  Curse of dimensionality