Uncertainty-based simulation-optimization using Gaussian process emulation: Application to coastal groundwater management

Abstract Combined simulation-optimization (S/O) schemes have long been recognized as a valuable tool in coastal groundwater management (CGM). However, previous applications have mostly relied on deterministic seawater intrusion (SWI) simulations. This is a questionable simplification, knowing that SWI models are inevitably prone to epistemic and aleatory uncertainty, and hence a management strategy obtained through S/O without consideration of uncertainty may result in significantly different real-world outcomes than expected. However, two key issues have hindered the use of uncertainty-based S/O schemes in CGM, which are addressed in this paper. The first issue is how to solve the computational challenges resulting from the need to perform massive numbers of simulations. The second issue is how the management problem is formulated in presence of uncertainty. We propose the use of Gaussian process (GP) emulation as a valuable tool in solving the computational challenges of uncertainty-based S/O in CGM. We apply GP emulation to the case study of Kish Island (located in the Persian Gulf) using an uncertainty-based S/O algorithm which relies on continuous ant colony optimization and Monte Carlo simulation. In doing so, we show that GP emulation can provide an acceptable level of accuracy, with no bias and low statistical dispersion, while tremendously reducing the computational time. Moreover, five new formulations for uncertainty-based S/O are presented based on concepts such as energy distances, prediction intervals and probabilities of SWI occurrence. We analyze the proposed formulations with respect to their resulting optimized solutions, the sensitivity of the solutions to the intended reliability levels, and the variations resulting from repeated optimization runs.