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

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  • Y.C. Ho

    (Harvard University)

  • D.L. Pepyne

    (Harvard University)

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.

Suggested Citation

  • Y.C. Ho & D.L. Pepyne, 2002. "Simple Explanation of the No-Free-Lunch Theorem and Its Implications," Journal of Optimization Theory and Applications, Springer, vol. 115(3), pages 549-570, December.
    • Handle: RePEc:spr:joptap:v:115:y:2002:i:3:d:10.1023_a:1021251113462
    DOI: 10.1023/A:1021251113462
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    1. David H. Wolpert & William G. Macready, 1995. "No Free Lunch Theorems for Search," Working Papers 95-02-010, Santa Fe Institute.
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