Nelder-Mead单纯形法的推广及其在自动历史拟合中的应用

POPULARIZATION OF NELDERMEAD SIMPLEX ALGORITHM AND ITS APPLICATION IN AUTOMATIC HISTORY MATCHING

本文在Ｎｅｌｄｅｒ－Ｍｅａｄ单纯形法中增加了可行域判断和新的搜索点，使之成为一种可处理含不等式约束的非线性优化算法，且改善了收敛特征。将这种新的算法应用于油藏动态历史的自动拟合，取得了较好的效果。

In NelderMead simplex algorithm, the feasible domain judgement and new searching dots are added in the paper to make it be a nonlinear optimization algorithm which can deal with inequalitybearing constains, and furthermore, improve the convergent characteristics. The much better effects have been achieved after this kind of new algorithm applied in the reservoir dynamic history matching.