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Simple Explanation of the No-Free-Lunch Theorem and Its Implications

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Abstract

The no-free-lunch theorem of optimization (NFLT) is an impossibility theorem telling us that a general-purpose, universal optimization strategy is impossible. The only way one strategy can outperform another is if it is specialized to the structure of the specific problem under consideration. Since optimization is a central human activity, an appreciation of the NFLT and its consequences is essential. In this paper, we present a framework for conceptualizing optimization that leads to a simple but rigorous explanation of the NFLT and its implications.

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Ho, Y., Pepyne, D. Simple Explanation of the No-Free-Lunch Theorem and Its Implications. Journal of Optimization Theory and Applications 115, 549–570 (2002). https://doi.org/10.1023/A:1021251113462

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  • DOI: https://doi.org/10.1023/A:1021251113462

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