Why does Monte Carlo fail to work properly in high-dimensional optimization problems? (Q2363574)
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scientific article
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English | Why does Monte Carlo fail to work properly in high-dimensional optimization problems? |
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Why does Monte Carlo fail to work properly in high-dimensional optimization problems? (English)
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20 July 2017
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Monte Carlo
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sample size
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accuracy
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linear objective
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\(l_p\)-balls
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deterministic grids
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high-dimensional optimization
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