PTE-574:

Numerical Optimization for Subsurface Energy Resources Development

Instructor: Prof. Behnam Jafarpour Fall 2015

PTE-574: Numerical Optimization for Subsurface Energy Resources Development
Final Examination, Fall 2017, Closed Book Closed Notes
October 25, 2017: 9:30am-11:30pm (or 2 hours equivalent)

Taylor Theorem
1
f x p f x f x tp p f x p f x f x p p T 2 f x tp p
T T

2
Convergence Rate x k 1 x *
lim
n *
x x
k

Gradient Optimization

Steepest Descend:
p k f x k

f x
1
Newton Method: pk 2 k
f x k
Conjugate Gradient:

Quasi-Newton:

Gauss-Newton Method:
 PTE-574:
Numerical Optimization for Subsurface Energy Resources Development

Instructor: Prof. Behnam Jafarpour Fall 2015

Line Search Step Size

Wolf Conditions:
p
f x k p k f x k c1 f x k
T k
Sufficient Decrease
f x p p c f x p
k k T k
2
k T k
Curvature Condition
f x p f x c f x p
k k k k T k
Strong Wolf Conditions: 1
0 c1 c 2 1
f x p p c f x p
k k T k k T k
2

Goldsteins Conditions: T

f x k 1 c k f k p k f x k p k f x k c f k p k T
, 0c
1
2
Quadratic Interpolation:

CubicInterpolation:

Trust Region Methods:

Dogleg method

Lagrange Multipliers:

KKT Conditions: