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Duquesne

A No Free Lunch Result for Optimization and Its Implications

Abstract

dc:description.abstract

The No Free Lunch (NFL) theorems for optimization tell us that when averaged over all possible optimization problems the performance of any two optimization algorithms is statistically identical. This seems to imply that there are no "general-purpose" optimization algorithms. That is, the NFL theorems show that, mathematically, any superior performance of an optimization algorithm on one set of problems is offset by inferior performance of that algorithm on the set of all other problems. In this thesis we consider the seemingly negative implications of the NFL theorems. We first extend a previous NFL theorem to get a new NFL result. We then use ideas from probability theory and cryptography to show that if we believe that extraordinarily small probability events will not happen, then there exists (at least) one algorithm that is indeed a general-purpose algorithm. Thus, the implications of the new NFL result are not as negative as expected.

Degree

thesis:*
Name thesis:degree_name
MS
Level thesis:degree_level
Immediate Access
Discipline thesis:degree_discipline
Computational Mathematics
Year dc:date.available
2009

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Smith, Marisa
Contributors dc:contributor
  • Jeffrey Jackson
  • John Kern
  • Mark Mazur

Subjects

dc:subject × 4

Rights

Language dc:language
English

Identifiers

dc:identifier.*
Repository record dc:identifier
https://dsc.duq.edu/etd/1216
OAI identifier oai:identifier
oai:dsc.duq.edu:etd-2232

Chain of custody

source
Harvested from
Duquesne
Base URL
dsc.duq.edu/do/oai/
Last updated
2026-07-24
Source record
OAI-PMH GetRecord
citation

Smith, Marisa. A No Free Lunch Result for Optimization and Its Implications. Immediate Access thesis, 2009. https://dsc.duq.edu/etd/1216