The SEISCOPE optimization toolbox: A large-scale nonlinear optimization library based on reverse communication
The SEISCOPE optimization toolbox: A large-scale nonlinear optimization library based on reverse communication
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DOI：
10.1190/geo2015-0031.1
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发表时间：
2016-03-01
期刊：
影响因子：
3.3
通讯作者：
Brossier, Romain
中科院分区：
文献类型：
--
作者：
Metivier, Ludovic;Brossier, Romain
SEISCOPE优化工具箱是一组FORTRAN 90例程，用于实现一阶方法（最速下降和非线性共轭梯度）和二阶方法（l-BFGS和截断牛顿），用于解决大规模非线性优化问题。一个有效的线搜索策略，确保这些实现的鲁棒性。的例程被建议为黑盒子容易与任何计算代码，在这种大规模的最小化问题必须得到解决。走时层析成像、最小二乘偏移或全波形反演是地球物理学中此类问题的例子。集成工具箱来解决这类问题有两个优点。首先，由于反向通信协议，它有助于将依赖于问题物理特性的例程与与最小化本身相关的例程分开。这增强了代码开发和维护的灵活性。其次，它允许我们在不同的优化算法之间轻松切换。特别是，它降低了与二阶方法的实现相关的复杂性。由于后者受益于更快的收敛速度相比，一阶方法，显着改善计算工作量方面可以预期。
The SEISCOPE optimization toolbox is a set of FORTRAN 90 routines, which implement first-order methods (steepest-descent and nonlinear conjugate gradient) and second-order methods (l-BFGS and truncated Newton), for the solution of large-scale nonlinear optimization problems. An efficient line-search strategy ensures the robustness of these implementations. The routines are proposed as black boxes easy to interface with any computational code, where such large-scale minimization problems have to be solved. Traveltime tomography, least-squares migration, or full-waveform inversion are examples of such problems in the context of geophysics. Integrating the toolbox for solving this class of problems presents two advantages. First, it helps to separate the routines depending on the physics of the problem from the ones related to the minimization itself, thanks to the reverse communication protocol. This enhances flexibility in code development and maintenance. Second, it allows us to switch easily between different optimization algorithms. In particular, it reduces the complexity related to the implementation of second-order methods. Because the latter benefit from faster convergence rates compared to first-order methods, significant improvements in terms of computational efforts can be expected.