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.
CITATION STYLE
Ho, Y. C., & Pepyne, D. L. (2002). Simple explanation of the no-free-lunch theorem and its implications. Journal of Optimization Theory and Applications, 115(3), 549–570. https://doi.org/10.1023/A:1021251113462
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