The Curse of Dimensionality for Monotone and Convex Functions of Many Variables

Aicke Hinrichs, Erich Novak, Henryk Woźniakowski

Published 2010-11-16Version 1

We study the integration and approximation problems for monotone and convex bounded functions that depend on $d$ variables, where $d$ can be arbitrarily large. We consider the worst case error for algorithms that use finitely many function values. We prove that these problems suffer from the curse of dimensionality. That is, one needs exponentially many (in $d$) function values to achieve an error $\epsilon$.