The basic notions of mathematics (such as number, set, function) usual
ly carry an infinite amount of information. To make practical use of t
his information, we have to 'finitize' it (that is, code it using fini
tely many of the simplest units of information) in such a way that we
can later recover the initial function or set with given accuracy. In
this connection there naturally arises the problem of an optimal codin
g, approximation, and recovery of such objects. In the majority of cas
es, the problem of best methods for the approximation and recovery of
functions leads to the consideration of two types of spaces: the space
of harmonics and/or the space of splines. The purpose of this article
is to describe classes of problems in which harmonics and splines are
tools for the optimal approximation or recovery of functions (in the
exact or in an asymptotic sense). We have tried to follow the route fr
om basic statements to sufficiently wide generalizations of these. We
have to say that not everything has received its final form yet. Takin
g this and the large amount of material into account we will give cert
ain descriptions without sufficient detail, postponing to future publi
cations the treatment of a number of questions considered here. The ba
sis of this article is a lecture given by the author during the confer
ence celebrating the 90th anniversary of the birth of A.: N. Kolmogoro
v (St. Petersburg, June 1993).