Abstract
This paper studies an optimization problem in which the objective function can not be completely given in closed form. In particular, we assume that some part of the objective function must be computed by an approximation process. This paper develops a technique for solving a class of such problems. Examples demonstrating the technique and problem areas in which it has been successfully applied are also given.
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Hartfiel, D.J., Curry, G.L. On optimizing functions which are defined in part by an approximation process. Mathematical Programming 20, 63–80 (1981). https://doi.org/10.1007/BF01589333
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DOI: https://doi.org/10.1007/BF01589333