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AlexU comments on The Unfinished Mystery of the Shangri-La Diet - Less Wrong
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Assuming unlimited willpower, burning more calories than you consume will reduce body weight (c.f. thermodynamics, &c.). Easy!
The issue is not how to reduce weight, per se, it's about how to do so while also suppressing hunger pangs and other physiological and psychological effects of wanting more food than you're getting.
As an aside, exercise itself isn't actually particularly useful unless you devote a lot of time to it, as the calorie burn rate is fairly low. Raising the basal metabolic rate via anaerobic exercise may have value, though.
Yeah, and I realize that simply recommending "diet and exercise" is a bit too pat. Getting oneself into virtuous cycles, with extremely short-term rewards and consequences, is the most effective meta-tactic I know. There are various ways to do this; the key is just to render willpower moot.