Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
Boris Polyak, Pavel Shcherbakov

TL;DR
This paper investigates the reasons behind the failure of Monte Carlo methods in high-dimensional optimization, providing insights into their limitations and potential solutions.
Contribution
It offers a novel explanation for Monte Carlo failures in high-dimensional spaces, addressing a gap in understanding of their practical limitations.
Findings
Monte Carlo methods struggle with curse of dimensionality
Identifies key factors causing failure in high dimensions
Suggests potential approaches to mitigate issues
Abstract
The paper proposes an answer to the question formulated in the title.
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