No Free Lunch Theorems for Search

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Summary

It is shown that all algorithms that search for an extremum of a cost function perform exactly the same, when averaged over all possible cost functions, which allows for mathematical benchmarks for assessing a particular search algorithm's performance.

Type
preprint
Published
1995-02-01
Cited by
1,278
References
21

Keywords

Minimax, A priori and a posteriori, Function (biology), Mathematical optimization, Search algorithm

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