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Simple Explanation of the No Free Lunch Theorem of Optimization

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Cybernetics and Systems Analysis Aims and scope

Abstract

The No Free Lunch Theorem of Optimization (NFLT) is an impossibility theorem telling us that a general-purpose universal optimization strategy is impossible, and the only way one strategy can outperform another is if it is specialized to the structure of the specific problem under consideration. In this paper, a framework is presented for conceptualizing optimization problems that leads to useful insights and a simple explanation of the NFLT.

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Authors and Affiliations

  1. Division of Engineering and Applied Sciences, Harvard University, Cambridge, MA, 02138

    Y.-C. Ho & D. L. Pepyne

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  1. Y.-C. Ho
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  2. D. L. Pepyne
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Ho, YC., Pepyne, D.L. Simple Explanation of the No Free Lunch Theorem of Optimization. Cybernetics and Systems Analysis 38, 292–298 (2002). https://doi.org/10.1023/A:1016355715164

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