Output-Constraint Handling and Parallelization for Oil-Reservoir Control Optimization by Means of Multiple Shooting

Abstract

Summary We propose to formulate and solve the reservoir-control optimization problem with the direct multiple-shooting method. This method divides the optimal-control problem prediction horizon in smaller intervals that one can evaluate in parallel. Further, output constraints are easily established on each interval boundary and as such hardly affect computation time. This opens new opportunities to include state constraints on a much broader scale than is common in reservoir optimization today. However, multiple shooting deals with a large number of variables because it decides on the boundary-state variables of each interval. Therefore, we exploit the structure of the reservoir simulator to conceive a variable-reduction technique to solve the optimization problem with a reduced sequential quadratic-programming algorithm. We discuss the optimization-algorithm building blocks and focus on structure exploitation and parallelization opportunities. To demonstrate the method's capabilities to handle output constraints, the optimization algorithm is interfaced to an open-source reservoir simulator. Then, on the basis of a widely used reservoir model, we evaluate performance, especially related to output constraints. The performance of the proposed method is qualitatively compared with a conventional method.