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

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arxiv 1603.00311 v2 pith:LY2XFKTR submitted 2016-03-01 math.OC

Boris Polyak , Pavel Shcherbakov This is my paper · ORCID

classification math.OC

keywords answercarlofailformulatedhigh-dimensionalmonteoptimizationproblems

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