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2014 | OriginalPaper | Buchkapitel

1. No Free Lunch Theorems: Limitations and Perspectives of Metaheuristics

verfasst von : Christian Igel

Erschienen in: Theory and Principled Methods for the Design of Metaheuristics

Verlag: Springer Berlin Heidelberg

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Abstract

The No Free Lunch (NFL) theorems for search and optimization are reviewed and their implications for the design of metaheuristics are discussed. The theorems state that any two search or optimization algorithms are equivalent when their performance is averaged across all possible problems and even over subsets of problems fulfilling certain constraints. The NFL results show that if there is no assumption regarding the relation between visited and unseen search points, efficient search and optimization is impossible. There is no well-performing universal metaheuristic, but the heuristics must be tailored to the problem class at hand using prior knowledge. In practice, it is not likely that the preconditions of the NFL theorems are fulfilled for a problem class and thus differences between algorithms exist. Therefore, tailored algorithms can exploit structure underlying the optimization problem. Given full knowledge about the problem class, it is, in theory, possible to construct an optimal algorithm.

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Fußnoten
1
In general, this cannot be done in the theorems because \(\sum _{f\in F}\delta (k,\sum _{a\prime\in A}p_{a}(a\prime)c(Y (f,m,a\prime)))\neq \sum _{f\in F}\sum _{a\prime\in A}p_{a}(a\prime)\delta (k,c(Y (f,m,a\prime)))\).
 
2
It is also possible to map the optimization to an infinite horizon problem with appropriate absorbing states.
 
3
In a S-MDP no state is ever revisited. Hence, for any policy, the transition probability graph is acyclic and thus value iteration finds the optimal policy after at most m steps, where each step needs \(O{(\vert \mathcal{A}\vert \vert \mathcal{S}\vert )}^{2}\) computations (see [3, Sect. 2.2.2] or [2]).
 
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Metadaten
Titel
No Free Lunch Theorems: Limitations and Perspectives of Metaheuristics
verfasst von
Christian Igel
Copyright-Jahr
2014
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-33206-7_1