Related papers: Using Evolution Strategy with Meta-models for Well…
In this paper, we use numerical optimization algorithms and a multiscale approach in order to find an optimal well management strategy over the life of the reservoir. The large number of well rates for each control step make the…
Oilfield production optimization is challenging due to subsurface model complexity and associated non-linearity, large number of control parameters, large number of production scenarios, and subsurface uncertainties. Optimization involves…
Various variants of the well known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) have been proposed recently, which improve the empirical performance of the original algorithm by structural modifications. However, in practice it…
In the well placement problem, as well as in other field development optimization problems, geological uncertainty is a key source of risk affecting the viability of field development projects. Well placement problems under geological…
Energy demand has increased considerably with the growth of world population, increasing the interest in the hydrocarbon reservoir management problem. Companies are concerned with maximizing oil recovery while minimizing capital investment…
This work provides an efficient sampling method for the covariance matrix adaptation evolution strategy (CMA-ES) in large-scale settings. In contract to the Gaussian sampling in CMA-ES, the proposed method generates mutation vectors from a…
One of the most challenging types of ill-posedness in global optimization is the presence of insensitivity regions in design parameter space, so the identification of their shape will be crucial, if ill-posedness is irrecoverable. Such…
Water distribution system design is a challenging optimisation problem with a high number of search dimensions and constraints. In this way, Evolutionary Algorithms (EAs) have been widely applied to optimise WDS to minimise cost subject…
This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex…
Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a highly effective optimization technique. A primary challenge when applying CMA-ES in high dimensionality is sampling from a multivariate normal distribution with an arbitrary…
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a popular method to deal with nonconvex and/or stochastic optimization problems when the gradient information is not available. Being based on the CMA-ES, the recently proposed…
In many practical optimization problems, the derivatives of the functions to be optimized are unavailable or unreliable. Such optimization problems are solved using derivative-free optimization techniques. One of the state-of-the-art…
In this study, we consider simulation-based worst-case optimization problems with continuous design variables and a finite scenario set. To reduce the number of simulations required and increase the number of restarts for better local…
The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…
In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…
In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…
Over the past decades, more and more methods gain a giant development due to the development of technology. Evolutionary Algorithms are widely used as a heuristic method. However, the budget of computation increases exponentially when the…
Bilinear Matrix Inequalities (BMIs) are fundamental to control system design but are notoriously difficult to solve due to their nonconvexity. This study addresses BMI-based control optimization problems by adapting and integrating advanced…
This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost…