1. A method for optimal gridding in a reservoir simulation, comprising: establishing an optimal coarse grid proxy that can replace all or parts of a fine grid with a coarse grid while preserving an accuracy of a predefined simulation model output, said step of establishing an optimal coarse grid proxy including: constructing a training set by using said fine grid to calculate a plurality of fine-grid solutions for said predefined simulation model output, wherein each of said plurality of fine-grid solutions is calculated using one of a plurality of control variable values; until subsequent values of an objective function converge to within a predefined threshold, iteratively: adjusting coarse grid line positions to obtain an adjusted coarse grid; evaluating said objective function to compare simulation results obtained using said adjusted coarse grid with results of said training set, wherein said adjusted coarse grid includes a plurality of coarse grid cells, said fine grid including a plurality of fine grid cells, each coarse grid cell encompassing one or more of said fine grid cells; and averaging a set of material properties of said one or more of said fine grid cells into said each coarse grid cell; and once said subsequent values of said objective function converge to within said predefined threshold, generating said optimal coarse grid proxy based on said adjusted coarse grid; conducting said reservoir simulation using said optimal coarse grid proxy; and displaying said reservoir simulation.