Embedding structural information in simulation-based optimization

Computers and Chemical Engineering

Volumn 53, Issue , 2013, Pages 35-43

  Gunnerud, Vidar ^a   Conn, Andrew ^b   Foss, Bjarne ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Derivative free; Interior point; MINLP; Petroleum production optimization; Trust region

Indexed keywords

DERIVATIVE-FREE; INTERIOR POINT; MINLP; PETROLEUM PRODUCTION; TRUST REGION;

COMPLEX NETWORKS; GAS INDUSTRY; INTEGER PROGRAMMING; OPTIMIZATION;

ALGORITHMS;

EID: 84875264685     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compchemeng.2013.02.004     Document Type: Article

References (36)

1. Abramson M.A., Audet C., Dennis J.E., Le Digabel S. OrthoMADS. A deterministic MADS instance with orthogonal directions. SIAM Journal on Optimization 2009, 20(2):948-966.
2. Audet C., Dennis J.E. Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal on Optimization 2006, 17(1):188-217.
3. Audet C., Dennis J.E. A progressive barrier for derivative-free nonlinear programming. SIAM Journal on Optimization 2009, 20(4):445-472.
4. Audet C., Dennis J.E., Le Digabel S. Parallel space decomposition of the mesh adaptive direct search algorithm. SIAM Journal on Optimization 2008, 19(3):1150-1170.
5. Chen X., Wang N. Optimization of short-time gasoline blending scheduling problem with a DNA based hybrid genetic algorithm. Chemical Engineering and Processing: Process Intensification 2010, 49(10):1076-1083.
6. Cheng X., Jaluria Y. Optimization of a thermal manufacturing process: Drawing of optical fibers. International Journal of Heat and Mass Transfer 2005, 48(17):3560-3573.
7. Clarke F.H. Optimization and nonsmooth analysis 1983, Wiley, New York, Reissued in 1990 by SIAM Publications, Philadelphia, as vol. 5 in the series Classics in Applied Mathematics.
8. COIN-OR. (2011). Computational infrastructure for operations research. http://www.coin-or.org/03.01.2011.
9. Conn A.R., Deleris L.A., Hosking J.R.M., Thorstensen T.A. A simulation model for improving the maintenance of high cost systems, with application to an offshore oil installation. Quality and Reliability Engineering International 2010, 73:3-748.
10. Conn A.R., Gould N., Toint P.L. Convergence properties of minimization algorithms for convex constraints using a structured trust region. SIAM Journal on Optimization 1996, 6:1059-1086.
11. Conn A.R., Scheinberg K., Vicente L.N. Introduction to derivative-free optimization. MPS/SIAM book series on optimization 2009, SIAM, Philadelphia.
12. Dür M. Dual bounding procedures lead to convergent branch-and-bound algorithms. Mathematical Programming Series A 2001, 91:117-125.
13. Echeverría Ciaurri D., Isebor O.J., Durlofsky L.J. Application of derivative-free methodologies to generally constrained oil production optimisation problems. International Journal of Mathematical Modelling and Numerical Optimisation 2011, 2:134-161.
14. Echeverría Ciaurri D., Mukerji T., Durlofsky L.J. Derivative-free optimization for oil field operations. Computational optimization and applications 2011, Springer-Verlag, Berlin Heidelberg. X.-S. Yang, S. Koziel (Eds.).
15. Foss B. Process control in conventional oil and gas field - Challenges and opportunities. Control Engineering Practice 2012, 20:1058-1064.
16. Fu M.C. Optimization for simulation: Theory vs. practice. INFORMS Journal of Computing 2002, 192-215.
17. Goldberg D.E. Genetic algorithms in search, optimization and machine learning 1989, Addison-Wesley Longman, Boston.
18. Gunnerud V., Foss B. Oil production optimization - A piecewise linear model, solved with two decomposition strategies. Computers & Chemical Engineering Journal 2010, 34:1803-1812.
19. Hooke R., Jeeves T.A. 'Direct search' solution of numerical and statistical problems. Journal of the Association for Computing Machinery 1961, 21:2-229.
20. Jakobsson S., Patriksson M., Rudholm J., Wojciechowski A. A method for simulation based optimization using radial basis functions. Optimization and Engineering 2009, 11.
21. Jaluria Y. Simulation-based optimization of thermal systems. Applied Thermal Engineering 2009, 29:1346-1355.
22. Jansen J.D., Bosgra O.H., Van Den Hof P.M.J. Model-based control of multiphase flow in subsurface oil reservoirs. Journal of Process Control 2008, 18(9):846-855.
23. Kleinman N.L., Spall J.C., Naiman D.Q. Simulation-based optimization with stochastic approximation using common random numbers. INFORMS Management Science 1999.
24. Meza J.C., Judson R.S., Faulkner T.R., Treasurywala A.M. A comparison of a direct search method and a genetic algorithm for conformational searching. Journal of Computational Chemistry 1996, 17(9):1142-1151.
25. Michalewicz Z. Genetic algorithms+data structures=evolution programs 1996, Springer-Verlag, Berlin. 3rd ed.
26. Naevdal G., Brouwer D.R., Jansen J.D. Waterflooding using closed-loop control. Computational Geosciences 2006, 10:37-60.
27. Naumann, U., Maier, M., Riehme, J., & Christianson, B. (2007). Automatic first- and second-order adjoints for truncated Newton.
28. Nelder J.A., Mead R. A simplex method for function minimization. Computer Journal 1965, 308-313.
29. Nemirovski A., Juditsky A., Lan G., Shapiro A. Robust stochastic approximation approach to stochastic programming. SIAM Journal on Optimization 2008, 19(4):1574-1609.
30. NOMAD. (2011). A blackbox optimization software. http://www.gerad.ca/nomad/Project/Home.html/06.10.2011.
31. Computer-aided design of analog integrated circuits and systems 2002, Wiley-IEEE Press, New York, USA, ISBN:047122782X. R.A. Rutenbar, G.G.E. Gielen, B.A. Antao (Eds.).
32. Sandu A., Zhang L. Discrete second order adjoints in atmospheric chemical transport modeling. Journal of Computational Physics 2008, 227(12):5949-5983.
33. Schwartz J.D., Wenlin W., Rivera D.E. Simulation-based optimization of process control policies for inventory management in supply chains. Automatica 2006, 42:1311-1320.
34. Tuy H. On solving nonconvex optimization problems by reducing the duality gap. Journal of Global Optimization 2005, 32:349-365.
35. Wan X., Pekny J.F., Reklaitis G.V. Simulation based optimization with surrogate models-application to supply chain management. Computers and Chemical Engineering 2005, 29:1317-1328.
36. Wild S.M., Shoemaker C. Global convergence of radial basis function trust region derivative-free algorithms. SIAM Journal on Optimization 2011, 21(3):761-781.