Simple explanation of the no free lunch theorem of optimization
Yu‐Chi Ho, D.L. Pepyne · Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) · 2003
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. Since virtually all decision and control problems can be cast as optimization problems, an appreciation of the NFLT and its consequences is essential for control engineers. We present a framework for conceptualizing optimization problems that leads useful insights and a simple explanation of the NFLT.