A Stochastic Simplex Approximate Gradient (StoSAG) for optimization under uncertainty
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Publication:5272539
DOI10.1002/nme.5342zbMath1365.90177OpenAlexW2501741252MaRDI QIDQ5272539
Rahul Rahul-Mark Fonseca, Bailian Chen, Albert C. Reynolds, Jan-Dirk Jansen
Publication date: 30 June 2017
Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nme.5342
Applications of mathematical programming (90C90) Stochastic programming (90C15) Flows in porous media; filtration; seepage (76S05) Geological problems (86A60)
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Cites Work
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- A theoretical look at ensemble-based optimization in reservoir management
- Optimization of fluid front dynamics in porous media using rate control. I. Equal mobility fluids
- Introduction to Derivative-Free Optimization
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Introduction to Stochastic Search and Optimization
- Computational Methods for Multiphase Flows in Porous Media
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