On a Class of Optimization Problems with No “Efficiently Computable” Solution
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It is well known that large random structures may have nonrandom macroscopic properties. We give an example of nonrandom properties for a class of large optimization problems related to the computational problem MAXFLS= of calculating the maximum number of consistent equations in a given overdetermined system of linear equations. A problem of this kind is faced by a decision maker (an Agent) choosing means to protect a house from natural disasters. For this class we establish the following. There is no “efficiently computable” optimal strategy of the Agent. As the size of a random instance of the optimization problem goes to infinity, the probability that the uniform mixed strategy of the Agent is ε-optimal goes to one. Moreover, there is no “efficiently computable” strategy of the Agent that is substantially better for each instance of the optimization problem. Bibliography: 13 titles.
KeywordsOptimal Strategy Pure Strategy Consistent Equation Checkable Proof Inconsistent Equation
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