A penalty method for PDE-constrained optimization

TitleA penalty method for {PDE}-constrained optimization
Publication TypeTech Report
Year of Publication2014
AuthorsFelix J. Herrmann, Tristan van Leeuwen
NumberWO 2014/172787
KeywordsOptimization, patent, penalty method

The invention is directed to a computer-implemented method for obtaining a physical model having physical model parameters wherein solutions to one or more partial-differential-equations (PDE's) are calculated ans wherein (i) an appropriate initial model is selected, (ii) setup a system of equations referred to as the data-augmented PDE for the field, comprising of the discretized PDE, the sampling operator, the source function and the observed data, and solve the data-augmented PDE in a suitable manner to obtain a field that both satisfies the PDE and fits the data to some degree, (iii) setup a system of equations by using the PDE, the source function and the field obtained in step (ii) and solve this system of equations in a suitable manner to obtain an update of the physical model parameters and repeat steps (ii)-(iii) until a predetermined stopping criterion is met.


(International publication date 30 October 2014. International publication number WO 2014/172787.)



Citation Keyherrmann2014pmpde