Continuous lunches are free plus the design of optimal optimization algorithms

DOI10.1007/S00453-008-9244-5MaRDI QIDQ848643zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Anne Auger, Olivier Teytaud

Publication date 4 March 2010

Published in Algorithmica (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.186.6007

zbMATH Keywords

dynamic programmingcomplexityno-free-lunchKolmogorov's extension theoremexpensive optimizationbandit-based Monte-Carlo planning

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27)

Recommendations

• No-free-lunch theorems in the continuum
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• Evolutionary Computation in Combinatorial Optimization

Cites work

• scientific article; zbMATH DE number 5850572 (Why is no real title available?)
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• scientific article; zbMATH DE number 1095138 (Why is no real title available?)
• A derivative based surrogate model for approximating and optimizing the output of an expensive computer simulation
• A no-free-lunch theorem for non-uniform distributions of target functions
• An informational approach to the global optimization of expensive-to-evaluate functions
• Efficient global optimization of expensive black-box functions
• Optimization with randomized search heuristics -- the (A)NFL theorem, realistic scenarios, and difficult functions.
• Recent progress in unconstrained nonlinear optimization without derivatives
• Stochastic process measurability conditions

Cited in

(16)

• Optimization, block designs and no free lunch theorems
• The Bayesian search game
• No-free-lunch theorems in the continuum
• Free lunches for function and program induction
• Designing an optimal search algorithm with respect to prior information
• A no-free-lunch theorem for non-uniform distributions of target functions
• Exposing the grey wolf, moth‐flame, whale, firefly, bat, and antlion algorithms: six misleading optimization techniques inspired by bestial metaphors
• Insights from adversarial fitness functions
• When Is There a Free Matrix Lunch?
• Evolutionary optimization: pitfalls and booby traps
• No free lunch theorems: limitations and perspectives of metaheuristics
• On the use of fitness landscape features in meta-learning based algorithm selection for the quadratic assignment problem
• scientific article; zbMATH DE number 1975089 (Why is no real title available?)
• Optimization with randomized search heuristics -- the (A)NFL theorem, realistic scenarios, and difficult functions.
• A framework for co-optimization algorithm performance and its application to worst-case optimization
• Free lunches on the discrete Lipschitz class

Describes a project that uses

Uses Software

• DFO
• EGO

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