We present a Newton-CG method for full-waveform seismic inversion. Our method comprises the adjoint-based computation of the gradient and Hessian-vector products of the reduced problem and a preconditioned conjugate gradient method to solve the Newton system in matrix-free fashion. A trust-region ...
The intercept method is a Newton-type iterative approach for solving inverse singu- lar value problems originally given by M. Chu [SIAM J. Numer. Anal., 29 (1992), pp. 885-903]. When the problem is large, one may employ iterative methods to solve the Jacobian equations. However, ...
Keywords:Numerical Optimization;Nonlinear Equations;Newton-CG Method 0 引言 在人类社会中,优化现象层出不穷,无处不在。对于这些现象,如何用数学的方式加以 描绘与研究,一个可行的解决办法就是:适当引入自变量,将他们纳入某个数学模型中,数 学模型包括两个部分:一是描述自变量取值范围,二是描述目标函数的。
We present a Newton-CG method for full-waveform seismic inversion. Our method comprises the adjoint-based computation of the gradient and Hessian-vector products of the reduced problem and a preconditioned conjugate gradient method to solve the Newton system in matrix-free fashion. A trust-region ...
A Newton-CG method for large-scale three-dimensional elastic full-waveform seismic inversion We present a nonlinear optimization method for large-scale 3D elastic full-waveform seismic inversion. The method combines outer Gauss鈥揘ewton nonlinear i......
The basic idea of this method is to apply the majorized semismooth Newton-CG augmented Lagrangian method to the primal convex problem. And we take two special nonlinear semidefinite programming problems as examples to illustrate the algorithm. Furthermore, we establish the global convergence and the ...
(x0,*args)old_old_fval=None# Outer loop: our Newton iterationwhilek<=maxiter:# Compute a search direction pk by applying the CG method to# del2 f(xk) p = - fgrad f(xk) starting from 0.fgrad,fhess_p=grad_hess(xk,*args)absgrad=np.abs(fgrad)ifnp.max(absgrad)<tol:breakmag...
G. Fasano. Conjugate gradient (CG)-type method for the solution of Newton’s equation within optimization frameworks. Optimization Methods and Software , 2004, 19(3/4): 267–290.Fasano, G.: Conjugate gradient (CG)-type method for the solution of Newton's equation within opti- mization ...
as simple iteration, Newton method, invariant subspace method and matrix sign function method for the solution of the algebraic Riccati eqution are reviewed... X Liu,Z Li,Y Wang - 《Journal of Ocean University of Qingdao》 被引量: 2发表: 2000年 ...
We propose a Riemannian inexact Newton-CG method with various choices of forcing terms for solving the stochastic ISVP. We show the proposed method converges linearly or superlinearly for different forcing terms under some assumptions. We also extend the proposed method to the case of prescribed ...