Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
DOI10.1007/S10957-016-1045-4zbMATH Open1371.65060arXiv1603.00311OpenAlexW2963488504MaRDI QIDQ2363574FDOQ2363574
Authors: P. S. Shcherbakov, Boris T. Polyak 
Publication date: 20 July 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.00311
Monte Carlosample sizeaccuracyhigh-dimensional optimization\(l_p\)-ballsdeterministic gridslinear objective
Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)
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