Simple Explanation of the No Free Lunch Theorem of Optimization

  • Authors:

  • Y.-C. Ho;D. L. Pepyne

  • Affiliations:

  • Division of Engineering and Applied Sciences, Harvard University, Cambridge, MA 02138 ho@hrl.harvard.edu;Division of Engineering and Applied Sciences Harvard University, Cambridge, MA 02138 pepyne@hrl.harvard.edu

  • Venue:
  • Cybernetics and Systems Analysis
  • Year:
  • 2002

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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, 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.