| Article ID: | iaor20042331 |
| Country: | Netherlands |
| Volume: | 2 |
| Issue: | 2 |
| Start Page Number: | 139 |
| End Page Number: | 157 |
| Publication Date: | Jun 2001 |
| Journal: | Optimization and Engineering |
| Authors: | Kelley C.T., Carter R.G., Gablonsky J.M., Patrick A., Eslinger O.J. |
| Keywords: | energy, petroleum |
In this paper 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 initial iterate for implicit filtering. We report on numerical results that illustrate the performance of the methods.