Constrained optimization in seismic reflection tomography: a Gauss–Newton augmented Lagrangian approach
نویسنده
چکیده
S U M M A R Y Seismic reflection tomography is a method for determining a subsurface velocity model from the traveltimes of seismic waves reflecting on geological interfaces. From an optimization viewpoint, the problem consists in minimizing a non-linear least-squares function measuring the mismatch between observed traveltimes and those calculated by ray tracing in this model. The introduction of a priori information on the model is crucial to reduce the under-determination. The contribution of this paper is to introduce a technique able to take into account geological a priori information in the reflection tomography problem expressed as inequality constraints in the optimization problem. This technique is based on a Gauss–Newton (GN) sequential quadratic programming approach. At each GN step, a solution to a convex quadratic optimization problem subject to linear constraints is computed thanks to an augmented Lagrangian algorithm. Our choice for this optimization method is motivated and its original aspects are described. First applications on real data sets are presented to illustrate the potential of the approach in practical use of reflection tomography.
منابع مشابه
Constrained optimization in seismic reflection tomography: an SQP augmented Lagrangian approach
Seismic reflection tomography is a method for determining a subsurface velocity model from the traveltimes of seismic waves reflecting on geological interfaces. From an optimization viewpoint, the problem consists in minimizing a nonlinear least-squares function measuring the mismatch between observed traveltimes and those calculated by ray tracing in this model. The introduction of a priori in...
متن کاملNewton methods for k-order Markov Constrained Motion Problems
This is a documentation of a framework for robotmotion optimization that aims to draw on classical constrained optimization methods. With one exception the underlying algorithms are classical ones: Gauss-Newton (with adaptive stepsize and damping), Augmented Lagrangian, log-barrier, etc. The exception is a novel any-time version of the Augmented Lagrangian. The contribution of this framework is...
متن کاملSpeeding-Up Convergence via Sequential Subspace Optimization: Current State and Future Directions
This is an overview paper written in style of research proposal. In recent years we introduced a general framework for large-scale unconstrained optimization – Sequential Subspace Optimization (SESOP) and demonstrated its usefulness for sparsity-based signal/image denoising, deconvolution, compressive sensing, computed tomography, diffraction imaging, support vector machines. We explored its co...
متن کاملAn efficient linearly convergent semismooth Netwon-CG augmented Lagrangian method for Lasso problems
We develop a fast and robust algorithm for solving large-scale convex composite optimization models with an emphasis on the `1-regularized least square regression (the Lasso) problems. Although there exist a large amount of solvers in the literature for Lasso problems, so far no solver can handle difficult real large scale regression problems. By relying on the piecewise linear-quadratic struct...
متن کاملTotal variation regularization for nonlinear fluorescence tomography with an augmented Lagrangian splitting approach.
Fluorescence tomography is an imaging modality that seeks to reconstruct the distribution of fluorescent dyes inside a highly scattering sample from light measurements on the boundary. Using common inversion methods with L(2) penalties typically leads to smooth reconstructions, which degrades the obtainable resolution. The use of total variation (TV) regularization for the inverse model is inve...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005