I know that most programming languages are Turing complete, but I wonder whether a problem can be resolved with an algorithm of the same complexity with any programming language (and in particular with any programming paradigm).
To make my answer more explicit with an example: is there any problem which can be resolved with an imperative algorithm of complexity x (say O(n)), but cannot be resolved by a functional algorithm with the same complexity (or vice versa)?
Edit: The algorithm itself can be different. The question is about the complexity of solving the problem -- using any approach available in the language.
In general, no, not all algorithms can be implemented with the same order of complexity in all languages. This can be trivially proven, for instance, with a hypothetical language that disallows O(1) access to an array. However, there aren't any algorithms (to my knowledge) that cannot be implemented with the optimal order of complexity in a functional language. The complexity analysis of an algorithm's pseudocode makes certain assumptions about what operations are legal, and what operations are O(1). If you break one of those assumptions, you can alter the complexity of the algorithm's implementation even though the language is Turing complete. Turing-completeness makes no guarantees regarding the complexity of any operation.