Efficient Ensemble-Based Stochastic Gradient Methods for Optimization Under Geological Uncertainty

Efficient Ensemble-Based Stochastic Gradient Methods for Optimization Under Geological Uncertainty

Ensemble-based stochastic gradient methods, such as the ensemble optimization (EnOpt) method, the simplex gradient (SG) method, and the stochastic simplex approximate gradient (StoSAG) method, approximate the gradient of an objective function using an ensemble of perturbed control vectors. These met...

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Bibliographic Details
Main Authors: Hoonyoung Jeong, Alexander Y. Sun, Jonghyeon Jeon, Baehyun Min, Daein Jeong
Format: Article
Language:English
Published: Frontiers Media S.A. 2020-05-01
Series:Frontiers in Earth Science
Subjects:
stochastic gradient
ensemble optimization
simplex gradient
stochastic simplex approximate gradient
hybrid simplex gradient
active pressure management
Online Access:https://www.frontiersin.org/article/10.3389/feart.2020.00108/full

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https://www.frontiersin.org/article/10.3389/feart.2020.00108/full

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