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I have some questions related to No Free Lunch theorem in the setting of optimizing cost functions. I posted it on math.se here and here, but from my experience I have the feeling that few people there know about my questions. So I wonder if questions of this type are suitable here? Or do you have some other suggestions?

Thanks and regards!

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Tim, thanks for visiting scicomp! I work in a group that does mixed-integer and non-convex optimization. Although the No Free Lunch Theorem was explained in an informal sense in a non-convex optimization class that I TAed, the typical discussion focused instead on computational complexity. As someone who has done some specialized work in optimization from the computational perspective, I couldn't answer your questions. (Though perhaps one of our other mods, AronAhmadia, might be able to answer them.)

My gut feeling is that questions about the No Free Lunch theorem related to algorithms, such as your first question, are okay. Questions about computational methods and their efficiency are definitely in our scope, although questions on scicomp tend to be less theoretical.

The second question is probably out of our scope because it does not have an apparent computational application.

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  • $\begingroup$ Ihanks! I always ponder what questions of mine might be suitable here. Do you have the link to the course you mentioned? $\endgroup$ – Tim Feb 11 '12 at 4:10
  • $\begingroup$ Unfortunately, there are no public links to the course, per my adviser's decision. $\endgroup$ – Geoff Oxberry Feb 11 '12 at 4:15
  • $\begingroup$ I posted an answer in the first question. $\endgroup$ – Aron Ahmadia Feb 11 '12 at 11:16

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