A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients
From MaRDI portal
Publication:6074267
DOI10.1007/s10596-023-10218-1zbMath1520.86008MaRDI QIDQ6074267
Kamy Sepehrnoori, Esmail Eltahan, Faruk Alpak
Publication date: 19 September 2023
Published in: Computational Geosciences (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Potentials, prospecting (86A20)
Cites Work
- Unnamed Item
- Closed-loop reservoir management on the Brugge test case
- On optimization algorithms for the reservoir oil well placement problem
- Theoretical connections between optimization algorithms based on an approximate gradient
- A theoretical look at ensemble-based optimization in reservoir management
- Optimization of subsurface \(\mathrm{CO_2}\) injection based on neural network surrogate modeling
- Waterflooding using closed-loop control
- Minimization of functions having Lipschitz continuous first partial derivatives
- Developments of NEWUOA for minimization without derivatives
- Introduction to Derivative-Free Optimization
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Numerical Optimization
- A Stochastic Simplex Approximate Gradient (StoSAG) for optimization under uncertainty
- Function Minimization Without Evaluating Derivatives--a Review
- Convex programming in Hilbert space
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
This page was built for publication: A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients