In this paper we analyze different schemes for obtaining gradient estimates when the underlying function is noisy.Good gradient estimation is e.g. important for nonlinear programming solvers.As an error criterion we take the norm of the difference between the real and estimated gradients.This...

This paper presents a new sequential method for constrained non-linear optimization problems.The principal characteristics of these problems are very time consuming function evaluations and the absence of derivative information. Such problems are common in design optimization, where time...

The effect that health has on the retirement decision has long been studied. We examine the reverse relationship, whether retirement has a direct impact on later-life health. To identify the causal relationship, we use early retirement window offers to instrument for retirement. We find no...