An efficient penalty method for PDE-constrained optimization problem with source estimation and stochastic optimization

TitleAn efficient penalty method for {PDE}-constrained optimization problem with source estimation and stochastic optimization
Publication TypeConference
Year of Publication2017
AuthorsZhilong Fang, Curt Da Silva, Felix J. Herrmann
Conference NameApplied Inverse Problems Annual Conference Proceedings
Page40
Month05–06
KeywordsOptimization, penalty method, source estimation, Stochastic optimization
Abstract

Many inverse problems in applied science and engineering can be written as PDE-constrained optimization problems. Typically, one is interested in estimating the unknown medium parameters of the PDE describing the system, given multi-source measurements of the fields in the true medium. The objective function is often very oscillatory, which gives rise to problematic local minima, and merely evaluating one or more of its derivatives requires solving multiple PDEs, which are expensive. In many applications such as seismic exploration, only the source location is available and the source signature itself is unknown, which results in erroneous estimated parameters. In this work, we propose a penalty method to solve the PDE-constrained optimization problem, whereby we replace the PDE constraints by a two-norm penalty term, which leads to a bi-linear optimization problem with a much less oscillatory objective function. By applying the variable projection method, we develop an efficient method to invert the unknown parameters and source signatures simultaneously. To reduce the computational cost, we randomly select a subset of all data to update the parameters at each iteration. Numerical examples demonstrate that this method is less prone to becoming stuck in harmful local minima and is able to successfully invert the unknown parameters and source signature with less computational cost compared to using all the data.

Notes

(AIP, Hangzhou)

URLhttp://aip2017.csp.escience.cn/dct/page/1
Presentation

https://www.slim.eos.ubc.ca/Publications/Public/Conferences/AIP/2017/fan...

Citation Keyfang2017AIPepm