Improved sampling strategies for ensemble-based optimization

We are concerned with the efficiency of stochastic gradient estimation methods for large-scale nonlinear optimization in the presence of uncertainty. These methods aim to estimate an approximate gradient from a limited number of random input vector samples and corresponding objective function values. Ensemble methods usually employ Gaussian...

Ensemble-based multiobjective optimization of on/off control devices under geological uncertainty

We consider robust ensemble-based (EnOpt) multiobjective production optimization of on/off inflow-control devices (ICDs) for a sector model inspired by a real-field case. The use of on/off valves as optimization variables leads to a discrete control problem. We propose a reparameterization of such discrete controls in terms of switching times...

The egg model - A geological ensemble for reservoir simulation

The ‘Egg Model’ is a synthetic reservoir model consisting of an ensemble of 101 relatively small three-dimensional realizations of a channelized oil reservoir produced under water flooding conditions with eight water injectors and four oil producers. It has been used in numerous publications to demonstrate a variety of aspects related to...

Robust ensemble-based multi-objective optimization

We consider robust ensemble-based multi-objective optimization using a hierarchical switching algorithm for combined long-term and short term water flooding optimization. We apply a modified formulation of the ensemble gradient which results in improved performance compared to earlier formulations. We also apply multi-dimensional scaling to...

Ensemble-based hierarchical multi-objective production optimization of smart wells

In an earlier study two hierarchical multi-objective methods were suggested to include short-term targets in life-cycle production optimization. However this earlier study has two limitations: 1) the adjoint formulation is used to obtain gradient information, requiring simulator source code access and an extensive implementation effort, and 2)...

The Egg model

The "Egg Model" is a synthetic reservoir model consisting of an ensemble of 101 relatively small three-dimensional realizations of a channelized reservoir produced under water flooding conditions with eight water injectors and four producers. It has been used in numerous publications to demonstrate a variety of aspects related to computer...