Print Email Facebook Twitter A Modified Gradient Formulation for Ensemble Optimization under Geological Uncertainty Title A Modified Gradient Formulation for Ensemble Optimization under Geological Uncertainty Author Fonseca, R.M. Contributor Jansen, J.D. (promotor) Van den Hof, P.M.J. (promotor) Faculty Civil Engineering and Geosciences Department Geoscience & Engineering Date 2015-12-08 Abstract In this dissertation we have investigated theoretical and numerical aspects of the Ensemble Optimization (EnOpt) technique for model based production optimization. We have proposed a modified gradient formulation for robust optimization which we show to be theoretically more robust than the earlier existing formulation. Through a series of numerical experiments we illustrate the impact of ensemble size on the quality of an ensemble gradient and illustrate the superior performance of the modified gradient formulation. We also show that this modified gradient formulation hereafter referred to as Stochastic Simplex Approximate Gradient (StoSAG) shows comparable performance to an Adjoint based robust optimization. Additionally we have investigated the impact of a Covariance Matrix Adaption procedure to improve the EnOpt technique. This new CMA-EnOpt was shown to improve robustness of the method to an initial user defined choice of the covariance matrix. Most real world problems need multiple objectives to be optimized, in this dissertation we have investigated the applicability of EnOpt for multi-objective optimization and generation of Pareto trade-off curves. Finally many of the new proposed modifications were applied to a sector model of a real field case where we demonstrate the flexibility of EnOpt (StoSAG) as well as the significant practical value which can be achieved when using Ensemble Optimization for model based production optimization especially under geological uncertainty. Subject Ensemble OptimizationGeological UncertaintyMulti-objective optimizationRobust optimizationPareto FrontsCMA-EnOptGradient Quality To reference this document use: https://doi.org/10.4233/uuid:e66b1e00-b4c2-43b8-91fa-c57773fcf24b Embargo date 2016-01-20 ISBN 978-94-6233-185-3 Part of collection Institutional Repository Document type doctoral thesis Rights © 2015 Rahul-Mark Fonseca Files PDF Fonseca_PhD_Thesis_Printe ... ersion.pdf 4.9 MB Close viewer /islandora/object/uuid:e66b1e00-b4c2-43b8-91fa-c57773fcf24b/datastream/OBJ/view