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...

Scenario-based robust optimization of water flooding in oil reservoirs enjoys probabilistic guarantees

Model-based optimization of the water-flooding process in oil reservoirs suffers from high levels of uncertainty arising from strongly varying economic conditions and limited knowledge of the reservoir model parameters. To handle uncertainty, diverse robust optimization approaches that use an ensemble of uncertain parameter realizations (i.e....

Value of information in closed-loop reservoir management

This paper proposes a new methodology to perform value of information (VOI) analysis within a closed-loop reservoir management (CLRM) framework. The workflow combines tools such as robust optimization and history matching in an environment of uncertainty characterization. The approach is illustrated with two simple examples: an analytical...

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)...

Hierarchical Economic Optimization of Oil Production from Petroleum Reservoirs

In oil production waterflooding is a popular recovery technology, which involves the injection of water into an oil reservoir. Studies on model-based dynamic optimization of waterflooding strategies have demonstrated that there is a signifcant potential to increase life-cycle performance, measured in Net Present Value. However, in these studies...

Model-Based Control and Optimization of Large Scale Physical Systems - Challenges in Reservoir Engineering

Due to urgent needs to increase efficiency in oil recovery from subsurface reservoirs new technology is developed that allows more detailed sensing and actuation of multiphase flow properties in oil reservoirs. One of the examples is the controlled injection of water through injection wells with the purpose to displace the oil in an appropriate...