Proxy methods for expensive function optimization with expensive nonlinear constraints

摘要

A method and system for optimizing expensive functions with expensive nonlinear constraints. The method includes selecting sample data for evaluating an expensive function of a simulation 302, generating a function proxy model for the expensive function 304 and a constraint proxy model for an expensive nonlinear constraint of the expensive function 306 using an approximation scheme. A first solution point for the simulation is calculated using the proxy models 308, and the expensive function is evaluated at the first solution point using the sample data 310. When the expensive function and the proxy models do not converge at the first solution point, the method further includes adding the first solution point to the sample data 314 for updating the proxy models 316. The method further includes repeating the calculation and evaluation of solution points until the expensive function and the proxy models converge and, following convergence, identifying an optimal solution of the function proxy model and the constraint proxy model. The system comprises a simulation tool including a repository, interface(s) and modules. The system also comprises oilfield data, and the simulation tool may perform simulations of reservoirs or field operations.