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T F F F T F F F F: October 25, 2017: 9:30am-11:30pm (Or 2 Hours Equivalent)

The document outlines topics in numerical optimization for subsurface energy resources development, including Taylor theorem, convergence rates, gradient optimization methods like steepest descent, Newton's method, and conjugate gradient, quasi-Newton methods, the Gauss-Newton method, line search step size conditions such as Wolf conditions and Goldstein's conditions, and trust region methods. It provides an overview of the material to be covered in the final exam for PTE-574 taught by Professor Behnam Jafarpour in Fall 2015.

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44 views

T F F F T F F F F: October 25, 2017: 9:30am-11:30pm (Or 2 Hours Equivalent)

The document outlines topics in numerical optimization for subsurface energy resources development, including Taylor theorem, convergence rates, gradient optimization methods like steepest descent, Newton's method, and conjugate gradient, quasi-Newton methods, the Gauss-Newton method, line search step size conditions such as Wolf conditions and Goldstein's conditions, and trust region methods. It provides an overview of the material to be covered in the final exam for PTE-574 taught by Professor Behnam Jafarpour in Fall 2015.

Uploaded by

behnamjp
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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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:

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