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Ramaswamy, K. R. (author), Fonseca, R. M. (author), Leeuwenburgh, O. (author), Siraj, M.M. (author), Van den Hof, P.M.J. (author)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...journal article 2020
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Fonseca, R.M. (author), Stordahl, A. (author), Leeuwenburgh, O. (author), Van den Hof, P.M.J. (author), Jansen, J.D. (author)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...conference paper 2014