I tend to think of questions like this about heating and cooling efficiency from a thermodynamic perspective, where its primarily a question of energy loss. The energy loss to the surrounding environment goes up when the temperature difference between the inside temp and the ambient temp goes up; the energy loss goes down when this temp difference goes down.
Lets say for the sake of argument that your ideal temp is 15*C. So one option is to leave the thermostat at 15*C. Lets say that the other option you are considering is you'd run the thermostat at 30*C until the space reaches 30*C, then turn the heat off until your inside temp reaches 10*C, at which point you'd set the thermostat back to 30*C, and repeat.
Your proposal basically implies that you're willing to accept your inside temp being slightly higher than ideal sometimes (up to 30*C when you want 15*C), and slightly lower than ideal other times (down to 10*C when you want 15*C). What are the concequences of this for energy loss?
At those times when the inside temperature exceeds your ideal temp, you'd be losing more heat energy to the environment than you would if the space was at your ideal temp. At those times when the inside temperature is less than your ideal temp, you are losing less heat energy to the environment than you would if the space was at your ideal temp.
My conclusion is this: why subject the people occupying the space to somewhat uncomfortable temperature swings? Set the thermostat to your ideal temperature when you're in the space, and set it to something low when you're not.
A related question I've heard is: Why turn down my thermostat when I leave? The heater is just going to have to work harder when I get back to bring the space back up to temperature. While this is true, the whole time that you were gone, you were losing less heat to the environment because your inside temperature was getting closer to the temperature outside. That is your energy savings. That doesn't get taken away when you come back and turn the heat back on. Yes the heater may run for longer when you come back, but all you need to be concerned with is energy loss, which has gone down on the net.