Large-scale Expensive Black-Box Function Optimization

被引：0

作者：

Rashid, Kashif ^{[1
]}

Bailey, William ^{[1
]}

Couet, Benoit ^{[1
]}

机构：

[1] Schlumberger Doll Res Ctr, Uncertainty, Risk & Optimizat, Cambridge, MA 02139 USA

来源：

NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2012), VOLS A AND B | 2012年 / 1479卷

关键词：

Optimization; radial basis function; expensive; simulation; proxy; GLOBAL OPTIMIZATION; ALGORITHMS;

D O I：

10.1063/1.4756351

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents the application of an adaptive radial basis function method to a computationally expensive black-box reservoir simulation model of many variables. An iterative proxy-based scheme is used to tune the control variables, distributed for finer control over a varying number of intervals covering the total simulation period, to maximize asset NPV. The method shows that large-scale simulation-based function optimization of several hundred variables is practical and effective.

引用

页码：1143 / 1146

页数：4

共 10 条

[1]

[Anonymous], 1992, ADV NUMERICAL ANAL

[2] Using neural networks to speed up optimization algorithms [J].

Bazan, M ;

Russenschuck, S .

EUROPEAN PHYSICAL JOURNAL-APPLIED PHYSICS, 2000, 12 (02) :109-115

[3]

Couet B., 2010, SPE PROD OP C TUN TU

[4]

Eclipse, 2006, RES SIM REF MAN

[5] A radial basis function method for global optimization [J].

Gutmann, HM .

JOURNAL OF GLOBAL OPTIMIZATION, 2001, 19 (03) :201-227

[6] An adaptive radial basis algorithm (ARBF) for expensive black-box global optimization [J].

Holmstrom, Kenneth .

JOURNAL OF GLOBAL OPTIMIZATION, 2008, 41 (03) :447-464

[7] Kriging: A useful, tool for electromagnetic device optimization [J].

Lebensztajn, L ;

Marretto, CAR ;

Costa, MC ;

Coulomb, JL .

IEEE TRANSACTIONS ON MAGNETICS, 2004, 40 (02) :1196-1199

[8] Results of the Brugge Benchmark Study for Flooding Optimization and History Matching [J].

Peters, E. ;

Arts, R. J. ;

Brouwer, G. K. ;

Geel, C. R. ;

Cullick, S. ;

Lorentzen, R. J. ;

Chen, Y. ;

Dunlop, K. N. B. ;

Vossepoel, F. C. ;

Xu, R. ;

Sarma, P. ;

Alhutali, A. H. ;

Reynolds, A. C. .

SPE RESERVOIR EVALUATION & ENGINEERING, 2010, 13 (03) :391-405

[9]

Rashid K., 2012, J ENG OPTIMIZATION

[10] Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions [J].

Regis, Rommel G. .

COMPUTERS & OPERATIONS RESEARCH, 2011, 38 (05) :837-853

← 1 →