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  4. Applications Of Multi-Objective, Mixed-Integer And Hybrid Global Optimization Algorithms For Computationally Expensive Groundwater Problems

Applications Of Multi-Objective, Mixed-Integer And Hybrid Global Optimization Algorithms For Computationally Expensive Groundwater Problems

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yw387.pdf (2.86 MB)
Permanent Link(s)
https://hdl.handle.net/1813/39480
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Cornell Theses and Dissertations
Author
Wan, Ying
Abstract

This research focuses on the development and implementation of e cient optimization algorithms that can solve a range of computationally expensive groundwater simulationoptimization problems. Because groundwater model evaluations are expensive, it is important to find accurate solutions with relatively few function evaluations. As a result, all the algorithms tested in this research are evaluated on a limited computation budget. The first contribution to the thesis is a comparative evaluation of a novel multi-objective optimization algorithm, GOMORS, to three other popular multi-objective optimization methods on applications to groundwater management problems within a limited number of objective function evaluations. GOMORS involves surrogate modeling via Radial Basis Function approximation and evolutionary strategies. The primary aim of the analysis is to assess the e↵ectiveness of multi-objective algorithms in groundwater remediation management through multi-objective optimization within a limited evaluation budget. Three sets of dual objectives are evaluated. The objectives include minimization of cost, pollution mass remaining/pollution concentration, and cleanup time. Our results indicate that the overall performance of GOMORS is better than three other algorithms, AMALGAM, BORG and NSGA-II, in identifying good trade-o↵ solutions. Furthermore, GOMORS incorporates modest parallelization to make it even more e cient. The next contribution is application of SO-MI, a surrogate model-based algorithm designed for computationally expensive nonlinear and multimodal mixed-integer black-box optimization problems, to solve groundwater remediation design problems (NL-MIP). SO-MI utilizes surrogate models to guide the search thus save the expensive function evaluation budget, and is able to find accurate solutions with relatively few function evaluations. We present numerical results to show the e↵ectiveness and e ciency of SO-MI in comparison to Genetic Algorithm and NOMAD, which are two popular mixed-integer optimization algorithms. The results indicate that SO-MI is statistically better than GA and NOMAD in both study cases. Chapter 4 describes DYCORS-PEST, a novel method developed for high dimensional, computationally expensive, multimodal calibration problems when the computation budget is limited. This method integrates a local optimizer PEST into a global optimization framework DYCORS. The novelty of DYCORS-PEST is that it uses a memetic approach to improve the accuracy of the solution in which DYCORS selects the point at which the search switches to use of the local method PEST and when it switches back to the global phase. Since PEST is a very e cient and widely used local search algorithm for groundwater model calibration, incorporating PEST into DYCORS-PEST is a good enhancement for PEST and easy for PEST users to learn. DYCORS-PEST achieves the goal of solving the computationally expensive black-box problem by forming a response surface of the expensive function, thus reducing the number of required expensive function evaluations for finding accurate solutions. The key feature of the global search method in DYCORS-PEST is that the number of decision variables being perturbed is dynamically adjusted in each iteration in order to be more e↵ective for higher dimensional problems. Application of DYCORS-PEST to two 28parameter groundwater calibration problems indicate this new method outperforms PEST by a large margin for high dimensional, computationally expensive, groundwater calibration problems.

Date Issued
2015-01-26
Keywords
Optimization
•
Groundwater
•
Algorithm
Committee Chair
Shoemaker, Christine Ann
Committee Member
Topaloglu, Huseyin
Liu, Philip Li-Fan
Degree Discipline
Civil and Environmental Engineering
Degree Name
Ph. D., Civil and Environmental Engineering
Degree Level
Doctor of Philosophy
Type
dissertation or thesis

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