Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/43954
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.
URI: http://hdl.handle.net/10397/43954
ISSN: 1389-4420
EISSN: 1573-2924
DOI: 10.1007/s11081-015-9302-1
Appears in Collections:Journal/Magazine Article

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

Page view(s)

32
Last Week
1
Last month
Checked on Oct 16, 2017

Google ScholarTM

Check

Altmetric



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