Why does Monte Carlo fail to work properly in high-dimensional optimization problems?

DOI10.1007/s10957-016-1045-4zbMath1371.65060arXiv1603.00311OpenAlexW2963488504MaRDI QIDQ2363574

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

zbMATH Keywords

Monte Carlosample sizeaccuracyhigh-dimensional optimization\(l_p\)-ballsdeterministic gridslinear objective

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

Related Items

Pure random search with virtual extension of feasible region

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