On optimizing certain nonlinear convex functions which are partially defined by a simulation process
Academic Article
Overview
Identity
Additional Document Info
View All
Overview
abstract
This paper considers the problem of optimizing a nonlinear convex function which is, in part, defined by a simulation process. An iterative technique, based on contractive mapping properties, is given by which a selected class of such functions can be optimized. 1977 The Mathematical Programming Society.