Algorithms for noisy problems in gas transmission pipeline optimization. (English) Zbl 1079.90624

Carter, R. G.; Gablonsky, J. M.; Patrick, A.; Kelley, C. T.; Eslinger, O. J.

Optim. Eng. 2, No. 2, 139-157 (2001).

Summary: We describe some algorithms for noisy optimization in the context of problems from the gas transmission industry. The algorithms are implicit filtering, DIRECT, and a new hybrid of these methods, which uses DIRECT to find an intitial iterate for implicit filtering. We report on numerical results that illustrate the performance of the methods.

MSC:

90C90	Applications of mathematical programming
90B90	Case-oriented studies in operations research

Keywords:

noisy optimization; implicit filtering; DIRECT; gas transmission pipeline

Software:

DFO; IMFIL; KELLEY