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

Autor:	Polyak, Boris, Shcherbakov, Pavel
Rok vydání:	2016
Předmět:	Mathematics - Optimization and Control
Zdroj:	Journal of Optimization Theory and Applications, 2017, vol. 173, no.2, pp. 612-627
Druh dokumentu:	Working Paper
Popis:	The paper proposes an answer to the question formulated in the title. Comment: JOTA, under review
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1603.00311 Zobrazit plný text záznamu View this record from Arxiv