Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
Optimization and Control
2018-03-05 v2
Abstract
The paper proposes an answer to the question formulated in the title.
Cite
@article{arxiv.1603.00311,
title = {Why does Monte Carlo fail to work properly in high-dimensional optimization problems?},
author = {Boris Polyak and Pavel Shcherbakov},
journal= {arXiv preprint arXiv:1603.00311},
year = {2018}
}
Comments
JOTA, under review