Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/43954
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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorChen, Xen_US
dc.creatorKelley, CTen_US
dc.date.accessioned2016-06-07T06:37:28Z-
dc.date.available2016-06-07T06:37:28Z-
dc.identifier.issn1389-4420en_US
dc.identifier.urihttp://hdl.handle.net/10397/43954-
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.rights© Springer Science+Business Media New York 2015en_US
dc.rightsThis version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms), but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s11081-015-9302-1en_US
dc.subjectHidden constraintsen_US
dc.subjectMonte carlo simulationen_US
dc.subjectSampling methodsen_US
dc.subjectWater resource policyen_US
dc.titleOptimization with hidden constraints and embedded Monte Carlo computationsen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage157en_US
dc.identifier.epage175en_US
dc.identifier.volume17en_US
dc.identifier.issue1en_US
dc.identifier.doi10.1007/s11081-015-9302-1en_US
dcterms.abstractIn 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.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationOptimization and engineering, Mar. 2016, v. 17, no. 1, p. 157-175en_US
dcterms.isPartOfOptimization and engineeringen_US
dcterms.issued2016-03-
dc.identifier.isiWOS:000378238800008-
dc.identifier.scopus2-s2.0-84958123814-
dc.identifier.eissn1573-2924en_US
dc.identifier.rosgroupid2015002966-
dc.description.ros2015-2016 > Academic research: refereed > Publication in refereed journalen_US
dc.description.validate202208 bcvcen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumberAMA_0590-
dc.description.fundingSourceRGCen_US
dc.description.pubStatusPublisheden_US
dc.identifier.OPUS6616743-
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