No-Free-Lunch Theorems in the continuum

Abstract: No-Free-Lunch Theorems state, roughly speaking, that the performance of all search algorithms is the same when averaged over all possible objective functions. This fact was precisely formulated for the first time in a now famous paper by Wolpert and Macready, and then subsequently refined and extended by several authors, always in the context of a set of functions with discrete domain and codomain. Recently, Auger and Teytaud have shown that for continuum domains there is typically no No-Free-Lunch theorems. In this paper we provide another approach, which is simpler, requires less assumptions, relates the discrete and continuum cases, and that we believe that clarifies the role of the cardinality and structure of the domain.