A penalty method for PDE-constrained optimization in inverse problems
From MaRDI portal
Abstract: Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand-sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the paramaters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the non-linearity of the problem and is less sensitive the initial iterate.
Recommendations
- Regula falsi based automatic regularization method for PDE constrained optimization
- A penalty-free approach to PDE constrained optimization: application to an inverse wave problem
- Preconditioned all-at-once methods for large, sparse parameter estimation problems
- Interior-point methods for PDE-constrained optimization
- Regularization based on all-at-once formulations for inverse problems
Cites work
- 3D Frequency-Domain Seismic Inversion with Controlled Sloppiness
- A Newton-CG method for large-scale three-dimensional elastic full-waveform seismic inversion
- Accelerated projection methods for computing pseudoinverse solutions of systems of linear equations
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- An Inexact Trust-Region SQP Method with Applications to PDE-Constrained Optimization
- Estimating nuisance parameters in inverse problems
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Inexact interior-point method for PDE-constrained nonlinear optimization
- Inexactness Issues in the Lagrange-Newton-Krylov-Schur Method for PDE-constrained Optimization
- Large scale parameter estimation problems in frequency-domain elastodynamics using an error in constitutive equation functional
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Numerical Identification of a Spatially Varying Diffusion Coefficient
- On optimization techniques for solving nonlinear inverse problems
- Optical tomography as a PDE-constrained optimization problem
- Preconditioned all-at-once methods for large, sparse parameter estimation problems
- Preconditioned iterative methods for solving linear least squares problems
- Robust and highly scalable parallel solution of the Helmholtz equation with large wave numbers
- Strong underrelaxation in Kaczmarz's method for inconsistent systems
- Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
Cited in
(39)- A multiscale method for model order reduction in PDE parameter estimation
- Regula falsi based automatic regularization method for PDE constrained optimization
- \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition
- A review of the use of optimal transport distances for high resolution seismic imaging based on the full waveform
- Physics constrained learning for data-driven inverse modeling from sparse observations
- Robust full-waveform inversion using \(q\)-statistics
- Misfit function for full waveform inversion based on the Wasserstein metric with dynamic formulation
- Chaotic hunger games search optimization algorithm for global optimization and engineering problems
- Regularization based on all-at-once formulations for inverse problems
- LSLQ: an iterative method for linear least-squares with an error minimization property
- The tangential cone condition for some coefficient identification model problems in parabolic PDEs
- Full Waveform Inversion Using Extended and Simultaneous Sources
- scientific article; zbMATH DE number 519995 (Why is no real title available?)
- Wavefield reconstruction inversion with a multiplicative cost function
- Minimization Based Formulations of Inverse Problems and Their Regularization
- Total variation regularization for seismic waveform inversion using an adaptive primal dual hybrid gradient method
- Simultaneous-shot inversion for PDE-constrained optimization problems with missing data
- Total variation regularization strategies in full-waveform inversion
- Wavefield reconstruction inversion: an example
- A penalty-free approach to PDE constrained optimization: application to an inverse wave problem
- Analysis of seismic inversion with optimal transportation and softplus encoding
- Solution of an acoustic transmission inverse problem by extended inversion
- Discretization of parameter identification in PDEs using neural networks
- Reduced approach for stochastic optimal control problems
- Data-driven modeling for wave-propagation
- A graph space optimal transport distance as a generalization of L p distances: application to a seis
- Full waveform inversion guided by travel time tomography
- Complex-Valued Imaging with Total Variation Regularization: An Application to Full-Waveform Inversion in Visco-acoustic Media
- Efficient computation of extended surface sources
- Finite element interpolated neural networks for solving forward and inverse problems
- Bi-level iterative regularization for inverse problems in nonlinear PDEs
- Optimising seismic imaging design parameters via bilevel learning
- On the convergence analysis of one-shot inversion methods
- Shortcut derivatives for mixed linear-nonlinear least squares regression
- Fast and automatic full waveform inversion by dual augmented Lagrangian
- Sequential bi-level regularized inversion with application to hidden reaction law discovery
- GPU accelerated 3D source free adaptive wavefield reconstruction inversion for seismic imaging
- An analysis of constraint-relaxation in PDE-based inverse problems
- Bayesian inference for PDE-based inverse problems using the optimization of a discrete loss
This page was built for publication: A penalty method for PDE-constrained optimization in inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2786441)
