The No Free Lunch Theorem of Optimization (NFLT) is an impossibility theorem telling us that a general-purpose
universal optimization strategy is impossible, and the only way one strategy can outperform another is if it is
specialized to the structure of the specific problem under consideration.
Since virtually all decision and control problems can be cast as optimization problems, an
appreciation of the NFLT and its consequences is essential for controls engineers. In this paper we present a framework
for conceptualizing optimization problems that leads useful insights and a simple explanation of the NFLT.