Please use this identifier to cite or link to this item:
Title: Optimization with hidden constraints and embedded Monte Carlo computations
Authors: Chen, X 
Kelley, CT
Keywords: Hidden constraints
Monte carlo simulation
Sampling methods
Water resource policy
Issue Date: 2016
Publisher: Springer
Source: Optimization and engineering, 2016, v. 17, no. 1, p. 157-175 How to cite?
Journal: Optimization and engineering 
Abstract: In this paper we explore the convergence properties of deterministic direct search methods when the objective function contains a stochastic or Monte Carlo simulation. We present new results for the case where the objective is only defined on a set with certain minimal regularity properties. We present two numerical examples to illustrate the ideas.
ISSN: 1389-4420
EISSN: 1573-2924
DOI: 10.1007/s11081-015-9302-1
Appears in Collections:Journal/Magazine Article

View full-text via PolyU eLinks SFX Query
Show full item record

Page view(s)

Last Week
Last month
Checked on Oct 16, 2017

Google ScholarTM



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.