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1.
Theoretical connections between optimization algorithms based on an approximate gradient 总被引：1，自引：0，他引：1
Performing a line search method in the direction given by the simplex gradient is a well-known method in the mathematical optimization community. For reservoir engineering optimization problems, both a modification of the simultaneous perturbation stochastic approximation (SPSA) and ensemble-based optimization (EnOpt) have recently been applied for estimating optimal well controls in the production optimization step of closed-loop reservoir management. The modified SPSA algorithm has also been applied to assisted history-matching problems. A recent comparison of the performance of EnOpt and a SPSA-type algorithm (G-SPSA) for a set of production optimization test problems showed that the two algorithms resulted in similar estimates of the optimal net-present-value and required roughly the same amount of computational time to achieve these estimates. Here, we show that, theoretically, this result is not surprising. In fact, we show that both the simplex, preconditioned simplex, and EnOpt algorithms can be derived directly from a modified SPSA-type algorithm where the preconditioned simplex algorithm is presented for the first time in this paper. We also show that the expectation of all these preconditioned stochastic gradients is a first-order approximation of the preconditioning covariance matrix times the true gradient or a covariance matrix squared times the true gradient. 相似文献
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Multiobjective optimization deals with mathematical optimization problems where two or more objective functions (cost functions) are to be optimized (maximized or minimized) simultaneously. In most cases of interest, the objective functions are in conflict, i.e., there does not exist a decision (design) vector (vector of optimization variables) at which every objective function takes on its optimal value. The solution of a multiobjective problem is commonly defined as a Pareto front, and any decision vector which maps to a point on the Pareto front is said to be Pareto optimal. We present an original derivation of an analytical expression for the steepest descent direction for multiobjective optimization for the case of two objectives. This leads to an algorithm which can be applied to obtain Pareto optimal points or, equivalently, points on the Pareto front when the problem is the minimization of two conflicting objectives. The method is in effect a generalization of the steepest descent algorithm for minimizing a single objective function. The steepest-descent multiobjective optimization algorithm is applied to obtain optimal well controls for two example problems where the two conflicting objectives are the maximization of the life-cycle (long-term) net-present-value (NPV) and the maximization of the short-term NPV. The results strongly suggest the multiobjective steepest-descent (MOSD) algorithm is more efficient than competing multiobjective optimization algorithms. 相似文献
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In a recent paper, we developed a physics-based data-driven model referred to as INSIM-FT and showed that it can be used for history matching and future reservoir performance predictions even when no prior geological model is available. The model requires no prior knowledge of petrophysical properties. In this work, we explore the possibility of using INSIM-FT in place of a reservoir simulation model when estimating the well controls that optimize water flooding performance where we use the net present value (NPV) of life-cycle production as our cost (objective) function. The well controls are either the flowing bottom-hole pressure (BHP) or total liquid rates at injectors and producers on the time intervals which represent the prescribed control steps. The optimal well controls that maximize NPV are estimated with an ensemble-based optimization algorithm using the history-matched INSIM-FT model as the forward model. We compare the optimal NPV obtained using INSIM-FT as the forward model with the estimate of the optimal NPV obtained using the correct full-scale reservoir simulation model when performing waterflooding optimization. 相似文献
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G. M. van Essen S. Kahrobaei H. van Oeveren P. M. J. Van den Hof J. D. Jansen 《Computational Geosciences》2016,20(5):1061-1073
We present a method to determine lower and upper bounds to the predicted production or any other economic objective from history-matched reservoir models. The method consists of two steps: 1) performing a traditional computer-assisted history match of a reservoir model with the objective to minimize the mismatch between predicted and observed production data through adjusting the grid block permeability values of the model. 2) performing two optimization exercises to minimize and maximize an economic objective over the remaining field life, for a fixed production strategy, by manipulating the same grid block permeabilities, however without significantly changing the mismatch obtained under step 1. This is accomplished through a hierarchical optimization procedure that limits the solution space of a secondary optimization problem to the (approximate) null space of the primary optimization problem. We applied this procedure to two different reservoir models. We performed a history match based on synthetic data, starting from a uniform prior and using a gradient-based minimization procedure. After history matching, minimization and maximization of the net present value (NPV), using a fixed control strategy, were executed as secondary optimization problems by changing the model parameters while staying close to the null space of the primary optimization problem. In other words, we optimized the secondary objective functions, while requiring that optimality of the primary objective (a good history match) was preserved. This method therefore provides a way to quantify the economic consequences of the well-known problem that history matching is a strongly ill-posed problem. We also investigated how this method can be used as a means to assess the cost-effectiveness of acquiring different data types to reduce the uncertainty in the expected NPV. 相似文献
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Lasse Hjuler Christiansen Andrea Capolei John Bagterp Jørgensen 《Computational Geosciences》2017,21(3):411-426
The uncertainties related to long-term forecasts of oil prices impose significant financial risk on ventures of oil production. To minimize risk, oil companies are inclined to maximize profit over short-term horizons ranging from months to a few years. In contrast, conventional production optimization maximizes long-term profits over horizons that span more than a decade. To address this challenge, the oil literature has introduced short-term versus long-term optimization. Ideally, this problem is solved by a posteriori multi-objective optimization methods that generate an approximation to the Pareto front of optimal short-term and long-term trade-offs. However, such methods rely on a large number of reservoir simulations and scale poorly with the number of objectives subject to optimization. Consequently, the large-scale nature of production optimization severely limits applications to real-life scenarios. More practical alternatives include ad hoc hierarchical switching schemes. As a drawback, such methods lack robustness due to unclear convergence properties and do not naturally generalize to cases of more than two objectives. Also, as this paper shows, the hierarchical formulation may skew the balance between the objectives, leaving an unfulfilled potential to increase profits. To promote efficient and reliable short-term versus long-term optimization, this paper introduces a natural way to characterize desirable Pareto points and proposes a novel least squares (LS) method. Unlike hierarchical approaches, the method is guaranteed to converge to a Pareto optimal point. Also, the LS method is designed to properly balance multiple objectives, independently of Pareto front’s shape. As such, the method poses a practical alternative to a posteriori methods in situations where the frontier is intractable to generate. 相似文献
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基于多目标遗传算法的巨型水库群发电优化调度 总被引：2，自引：0，他引：2
低碳时代,水电作为清洁可再生能源,节能发电调度为梯级水电联合调度运行带来了难得的历史机遇,如何有效地开展梯级水库群优化调度,充分合理利用水能资源,是流域梯级电站管理迫切需要解决的问题。文章在对清江梯级与三峡梯级径流特征分析的基础上,建立了以水库群整体发电量最大和弃能最小为目标的梯级调度模型。根据电力系统对三峡、葛洲坝、水布垭、隔河岩、高坝洲水电站的要求,用1951—2002年的月径流资料和典型年的日径流资料进行长期和短期优化调度,采用多目标遗传算法得到清江3个电站、三峡-葛洲坝2电站单独运行和联合优化调度发电指标,5库联合优化调度系统多年平均发电量增加约21亿kW.h;短期(日)优化调度较长期(月时间尺度)优化调度发电效益有进一步提升,增发电量约9.68亿kW.h。研究表明,充分利用清江和三峡梯级实际运行位置相近、水力联系紧密、互补性强的特点,统一安排电站机组运行模式,合理分配机组出力,可在来水量相同的条件下获得更大的效益。 相似文献
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Oilfield development involves several key decisions, including the number, type (injection/production), location, drilling schedule, and operating control trajectories of the wells. Without considering the coupling between these decision variables, any optimization problem formulation is bound to find suboptimal solutions. This paper presents a unified formulation for oilfield development optimization that seeks to simultaneously optimize these decision variables. We show that the source/sink term of the governing multiphase flow equations includes all the above decision variables. This insight leads to a novel and unified formulation of the field development optimization problem that considers the source/sink term in reservoir simulation equations as optimization decision variables. Therefore, a single optimization problem is formulated to simultaneously search for optimal decision variables by determining the complete dynamic form of the source/sink terms. The optimization objective function is the project net present value (NPV), which involves discounted revenue from oil production, operating costs (e.g. water injection and recycling), and capital costs (e.g., cost of drilling wells). A major difficulty after formulating the generalized field development optimization problem is finding an efficient solution approach. Since the total number of cells in a reservoir model far exceeds the number of cells that are intersected by wells, the source/sink terms tend to be sparse. In fact, the drilling cost in the NPV objective function serves as a sparsity-promoting penalty to minimize the number of wells while maximizing the NPV. Inspired by this insight, we solve the optimization problem using an efficient gradient-based method based on recent algorithmic developments in sparse reconstruction literature. The gradients of the NPV function with respect to the source/sink terms is readily computed using well-established adjoint methods. Numerical experiments are presented to evaluate the feasibility and performance of the generalized field development formulation for simultaneous optimization of the number, location, type, controls, and drilling schedule of the wells. 相似文献
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Reza Tavakoli Gergina Pencheva Mary F. Wheeler Benjamin Ganis 《Computational Geosciences》2013,17(1):83-97
We present a parallel framework for history matching and uncertainty characterization based on the Kalman filter update equation for the application of reservoir simulation. The main advantages of ensemble-based data assimilation methods are that they can handle large-scale numerical models with a high degree of nonlinearity and large amount of data, making them perfectly suited for coupling with a reservoir simulator. However, the sequential implementation is computationally expensive as the methods require relatively high number of reservoir simulation runs. Therefore, the main focus of this work is to develop a parallel data assimilation framework with minimum changes into the reservoir simulator source code. In this framework, multiple concurrent realizations are computed on several partitions of a parallel machine. These realizations are further subdivided among different processors, and communication is performed at data assimilation times. Although this parallel framework is general and can be used for different ensemble techniques, we discuss the methodology and compare results of two algorithms, the ensemble Kalman filter (EnKF) and the ensemble smoother (ES). Computational results show that the absolute runtime is greatly reduced using a parallel implementation versus a serial one. In particular, a parallel efficiency of about 35 % is obtained for the EnKF, and an efficiency of more than 50 % is obtained for the ES. 相似文献
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In the development of naturally fractured reservoirs (NFRs), the existence of natural fractures induces severe fingering and breakthrough. To manage the flooding process and improve the ultimate recovery, we propose a numerical workflow to generate optimal production schedules for smart wells, in which the inflow control valve (ICV) settings can be controlled individually. To properly consider the uncertainty introduced by randomly distributed natural fractures, the robust optimization would require a large ensemble size and it would be computationally demanding. In this work, a hierarchical clustering method is proposed to select representative models for the robust optimization in order to avoid redundant simulation runs and improve the efficiency of the robust optimization. By reducing the full ensemble of models into a small subset ensemble, the efficiency of the robust optimization algorithm is significantly improved. The robust optimization is performed using the StoSAG scheme to find the optimal well controls that maximize the net-present-value (NPV) of the NFR’s development. Due to the discrete property of a natural fracture field, traditional feature extraction methods such as model-parameter-based clustering may not be directly applicable. Therefore, two different kinds of clustering-based optimization methods, a state-based (e.g., s w profiles) clustering and a response-based (e.g., production rates) clustering, are proposed and compared. The computational results show that the robust clustering optimization could increase the computational efficiency significantly without sacrificing much expected NPV of the robust optimization. Moreover, the performance of different clustering algorithms varies widely in correspondence to different selections of clustering features. By properly extracting model features, the clustered subset could adequately represent the uncertainty of the full ensemble. 相似文献
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Large-scale history matching with quadratic interpolation models 总被引：2，自引：0，他引：2
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将改进后的遗传算法GA（添加了小生境、Pareto解集过滤器等模块）与变密度地下水流及溶质运移模拟程序SEAWAT-2000相耦合,新开发了变密度地下水多目标模拟优化程序MOSWTGA。将MOSWTGA应用于求解大连周水子地区以控制抽水井所在含水层不发生海水入侵为约束的地下水开采多目标优化管理模型,得到地下水最大开采量与海水入侵面积之间一系列Pareto近似最优解。研究成果不仅为实行合理的地下水资源配置提供了科学的实用模型,同时也为解决多个优化目标下的变密度地下水优化管理问题提供高效可靠的模拟优化工具,具有重要的潜在环境经济效益。 相似文献
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Sara Khoshnevisan Lei Wang C. Hsein Juang 《Georisk: Assessment and Management of Risk for Engineered Systems and Geohazards》2017,11(1):90-102
ABSTRACTThe robust geotechnical design (RGD) approach which involves optimization to obtain a design that is safe, cost-efficient, and robust in the face of uncertainties, can be computationally challenging for complex geotechnical structures. In this study, the RGD approach has become practical by introducing a response surface as a surrogate to finite element- or finite difference-based computer code that is used for analyzing the system, and developing a fast algorithm for the optimization process. For demonstration purposes, a real-world supported excavation project is designed using this modified RGD approach and it is compared with the one designed by a local expert. 相似文献
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长江上游水资源耦合系统优化调控涉及供水、发电和生态需水等相互竞争、不可公度的调控目标。其供水-发电-环境互馈协变机制难以数学解析和刻画，多维目标效益均衡优化调控难以实施。为此，以多目标优化、运筹学理论及方法为基础，提出了基于梯度分析法的供水-发电-环境两两互馈关系研究方法。通过多目标约束优化方法求解长江上游水库群联合优化调度在供水-发电-环境目标空间的最优解集，并进行插值构造了供水-发电-环境互馈关系多维空间曲面，以此为基础，采用一阶差分近似求解供水对环境和发电对环境偏导函数值，以量化环境对供水变化和发电变化响应的梯度，进而解析环境-供水和环境-发电间互馈协变关系。该方法为水库群优化调度多目标互馈关系研究提供了一种新的思路。 相似文献
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长江上游水资源耦合系统优化调控涉及供水、发电和生态需水等相互竞争、不可公度的调控目标。其供水-发电-环境互馈协变机制难以数学解析和刻画，多维目标效益均衡优化调控难以实施。为此，以多目标优化、运筹学理论及方法为基础，提出了基于梯度分析法的供水-发电-环境两两互馈关系研究方法。通过多目标约束优化方法求解长江上游水库群联合优化调度在供水-发电-环境目标空间的最优解集，并进行插值构造了供水-发电-环境互馈关系多维空间曲面，以此为基础，采用一阶差分近似求解供水对环境和发电对环境偏导函数值，以量化环境对供水变化和发电变化响应的梯度，进而解析环境-供水和环境-发电间互馈协变关系。该方法为水库群优化调度多目标互馈关系研究提供了一种新的思路。 相似文献
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The application of multi-objective analysis to wetlands management is examined in two stages. Initially generalized multi-objective techniques are reviewed briefly. The objectives and conflicts generally present in wetlands management are then discussed within the context of these techniques. Noting that conflicts among environmental and economic objectives may exist independently or in unison it is shown how multi-objective approaches can be used to resolve such conflicts to obtain best compromise solutions. Use of noninferior sets to define and intrepret the various objectives appears most suitable for such analyses. The proposed framework for use of multi-objective analysis corresponds to earlier work on how multi-objective techniques should be used in general public sector decision making. 相似文献
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针对概念性水文模型参数众多、相互制约,且多目标参数优化率定最优参数求解困难、易受决策者主观因素影响的问题,采用多目标优化算法对水文模型参数进行率定,得到模型参数最优非劣解集,在此基础上,引入最小最大后悔值决策理论,并结合Pareto支配基本理论,提出了一种多目标最优非劣解选取准则。以柘溪流域为研究对象,采用三目标MOSCDE优化率定新安江模型的参数,并与单目标SCE-UA优化结果进行对比分析。结果表明,提出的非劣解选取方法可以有效从大规模非劣解集中筛选出最优非劣解,大大缩短参数率定耗时。 相似文献
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Current multi-objective evolutionary polynomial regression (EPR) methodology has difficulties on decision-making of optimal EPR model. This paper proposes an intelligent multi-objective optimization-based EPR technique with multi-step automatic model selection procedure. A newly developed multi-objective differential evolution algorithm (MODE) is adopted to improve the optimization performance. The proposed EPR process is composed of two stages: (1) intelligent roughing model selection and (2) model delicacy identification. In the first stage, besides two objectives (model accuracy and model complexity), the model robustness measured by robustness ratio is considered as an additional objective in the multi-objective optimization. In the second stage, a new indicator named selection index is proposed and incorporated to find the optimal model. After intelligent roughing selection and delicacy identification, the optimal EPR model is obtained considering the combined effects of correlation coefficient, size of polynomial terms, number of involved variables, robustness ratio and monotonicity. To show the practicality of the proposed EPR technique, three illustrative cases helpful for geotechnical design are presented: (a) modelling of compressibility, (b) modelling of undrained shear strength and (c) modelling of hydraulic conductivity. For each case, a practical formula with better performance in comparison with various existing empirical equations is finally provided. All results demonstrate that the proposed intelligent MODE-based EPR technique is efficient and effective.
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