No Free Lunch in Search and Optimization - Original NFL Theorems

Original NFL Theorems

Wolpert and Macready give two principal NFL theorems, the first regarding objective functions that do not change while search is in progress, and the second regarding objective functions that may change.

Theorem 1: For any pair of algorithms a1 and a2

In essence, this says that when all functions f are equally likely, the probability of observing an arbitrary sequence of m values in the course of search does not depend upon the search algorithm. Theorem 2 establishes a "more subtle" NFL result for time-varying objective functions.

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