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应用地球物理  2013, Vol. 10 Issue (3): 265-277    DOI: 10.1007/s11770-013-0389-x
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一种改进的全波形反演混合迭代优化方法
王义,董良国,刘玉柱
同济大学海洋地质国家重点实验室,上海 200092
Improved hybrid iterative optimization method for seismic full waveform inversion
Wang Yi1, Dong Liang-Guo1, and Liu Yu-Zhu1
1. State Key Laboratory of Marine Geology, Tongji University, Shanghai 200092, China.
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摘要 全波形反演中目标函数的Hessian信息对加速收敛起着重要作用,但直接计算Hessian矩阵及其逆通常是不可行的。有限内存BFGS (limited memory Broyden-Fletcher-Goldfarb-Shannon, L-BFGS) 法或Hessian-free不精确牛顿(Hessian-free inexact Newton, HFN)法可以使用近似的Hessian信息, 但使用程度有限。这两种方法能够互相提供Hessian信息,因而可以混合迭代。混合方法的性能依赖于二者间的有效转换。本文设计了基于目标函数下降比率(下降百分比)的迭代方法动态转换的新方案,得到一种改进的混合迭代优化方法。通过比较相同计算代价下两种方法的目标函数下降比率的大小,新方案使混合方法总是执行下降最快的迭代方法。Marmousi和Overthrust模型的数值试验表明,在保证反演质量的同时,改进方法的收敛速度明显快于L-BFGS法,比Enriched 法有小幅提升。它也改进了HFN法效率低的不足。
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王义
董良国
刘玉柱
关键词全波形反演   Hessian信息   有限内存Broyden-Fletcher-Goldfarb-Shanno法   Hessian-free不精确牛顿法   下降比率     
Abstract: In full waveform inversion (FWI), Hessian information of the misfit function is of vital importance for accelerating the convergence of the inversion; however, it usually is not feasible to directly calculate the Hessian matrix and its inverse. Although the limited memory Broyden–Fletcher–Goldfarb–Shanno (L–BFGS) or Hessian-free inexact Newton (HFN) methods are able to use approximate Hessian information, the information they collect is limited. The two methods can be interlaced because they are able to provide Hessian information for each other; however, the performance of the hybrid iterative method is dependent on the effective switch between the two methods. We have designed a new scheme to realize the dynamic switch between the two methods based on the decrease ratio (DR) of the misfit function (objective function), and we propose a modified hybrid iterative optimization method. In the new scheme, we compare the DR of the two methods for a given computational cost, and choose the method with a faster DR. Using these steps, the modified method always implements the most efficient method. The results of Marmousi and overthrust model testings indicate that the convergence with our modified method is significantly faster than that in the L-BFGS method with no loss of inversion quality. Moreover, our modified outperforms the enriched method by a little speedup of the convergence. It also exhibits better efficiency than the HFN method.
Key wordsFull waveform inversion   Hessian information   limited memory BFGS method   Hessian-free inexact Newton method   decrease ratio   
收稿日期: 2013-01-10;
基金资助:

本研究由国家科技重大专项(编号:2011ZX05005-005-007HZ)以及国家自然科学基金(编号:41274116)联合资助。

作者简介: 王义,2009年硕士毕业于武汉大学数学与统计学院。现为同济大学海洋与地球科学学院在读博士,专业为固体地球物理学,研究方向为地震波全波形反演。
引用本文:   
王义,董良国,刘玉柱. 一种改进的全波形反演混合迭代优化方法[J]. 应用地球物理, 2013, 10(3): 265-277.
WANG Yi,DONG Liang-Guo,LIU Yu-Zhu. Improved hybrid iterative optimization method for seismic full waveform inversion[J]. APPLIED GEOPHYSICS, 2013, 10(3): 265-277.
 
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