Stochastic algorithms with armijo stepsizes for minimization of functions

1990 ◽  
Vol 64 (2) ◽  
pp. 399-417 ◽  
Author(s):  
Y. Wardi
Author(s):  
Alexander D. Bekman ◽  
Sergey V. Stepanov ◽  
Alexander A. Ruchkin ◽  
Dmitry V. Zelenin

The quantitative evaluation of producer and injector well interference based on well operation data (profiles of flow rates/injectivities and bottomhole/reservoir pressures) with the help of CRM (Capacitance-Resistive Models) is an optimization problem with large set of variables and constraints. The analytical solution cannot be found because of the complex form of the objective function for this problem. Attempts to find the solution with stochastic algorithms take unacceptable time and the result may be far from the optimal solution. Besides, the use of universal (commercial) optimizers hides the details of step by step solution from the user, for example&nbsp;— the ambiguity of the solution as the result of data inaccuracy.<br> The present article concerns two variants of CRM problem. The authors present a new algorithm of solving the problems with the help of “General Quadratic Programming Algorithm”. The main advantage of the new algorithm is the greater performance in comparison with the other known algorithms. Its other advantage is the possibility of an ambiguity analysis. This article studies the conditions which guarantee that the first variant of problem has a unique solution, which can be found with the presented algorithm. Another algorithm for finding the approximate solution for the second variant of the problem is also considered. The method of visualization of approximate solutions set is presented. The results of experiments comparing the new algorithm with some previously known are given.


2002 ◽  
Vol 285 (1) ◽  
pp. 101-117 ◽  
Author(s):  
K. Steinhöfel ◽  
A. Albrecht ◽  
C.K. Wong

Author(s):  
Игорь Савостин ◽  
Igor' Savostin ◽  
Андрей Трубаков ◽  
Andrey Trubakov

One of the difficult problems to solve has always been and still remains the problem of finding a path either in a graphic chart or a graphic maze of large size. The main problem is that traditional algorithms require a lot of time due to combinatorial complexity. At the same time, both classical algorithms based on the search of variants (such as Dijkstra's algorithm, A*, ARA*, D* lite), and stochastic algorithms (ant algorithm, genetic), alongside with algorithms based on morphology (wave) are not always able to achieve the goal. The article proposes a new modification of the path-finding algorithm, which is a hybrid of the following: the morphological operations on graphic chart approach and genetic algorithm having a useful property of elasticity in time. The experiments (both synthetic and real data) have shown the feasibility of the proposed idea and its comparison with the most commonly used algorithms of contemporaneity.


Author(s):  
Alexander Schaub ◽  
Emmanuel Schneider ◽  
Alexandros Hollender ◽  
Vinicius Calasans ◽  
Laurent Jolie ◽  
...  

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