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Challenges of High-Dimensional Optimization

John Mount lays out a demonstration:

My experience is that common objective functions tend to be structured and full of coincidences and symmetries. And because they have these structures they are hard to optimize.

Let’s work up what I claim to be a fairly typical optimization problem that arises from planning or scheduling. I’ll call it the train arrival schedule problem.

Click through for the article, which includes demonstration code.

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