@article {vanleeuwen2015IPpmp,
	title = {A penalty method for PDE-constrained optimization in inverse problems},
	journal = {Inverse Problems},
	volume = {32},
	number = {1},
	year = {2015},
	note = {(Inverse Problems)},
	month = {12},
	pages = {015007},
	abstract = {Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal 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 parameters 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 nonlinearity of the problem and is less sensitive to the initial iterate.},
	keywords = {Inverse problems, Optimization, PDE, penalty method},
	url = {https://slim.gatech.edu/Publications/Public/Journals/InverseProblems/2015/vanleeuwen2015IPpmp/vanleeuwen2015IPpmp.pdf},
	url2 = {http://stacks.iop.org/0266-5611/32/i=1/a=015007},
	author = {Tristan van Leeuwen and Felix J. Herrmann}
}
@conference {leeuwen2014EAGEntf,
	title = {A new take on FWI: wavefield reconstruction inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2014},
	month = {06},
	abstract = {We discuss a recently proposed novel method for waveform inversion: Wavefield Reconstruction Inversion (WRI). As opposed to conventional FWI {\textendash} which attempts to minimize the error between observed and predicted data obtained by solving a wave equation {\textendash} WRI reconstructs a wave-field from the data and extracts a model-update from this wavefield by minimizing the wave-equation residual. The method does not require explicit computation of an adjoint wavefield as all the necessary information is contained in the reconstructed wavefield. We show how the corresponding model updates can be interpreted physically analogously to the conventional imaging-condition-based approach.},
	keywords = {EAGE, Full-waveform inversion, Optimization, penalty method, Wavefield Reconstruction Inversion},
	doi = {10.3997/2214-4609.20140703},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/leeuwen2014EAGEntf/leeuwen2014EAGEntf.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/leeuwen2014EAGEntf/leeuwen2014EAGEntf_pres.pdf},
	author = {Tristan van Leeuwen and Felix J. Herrmann and Bas Peters}
}
@techreport {herrmann2014pmpde,
	title = {A penalty method for PDE-constrained optimization},
	number = {WO 2014/172787},
	year = {2014},
	note = {(International publication date 30 October 2014. International publication number WO 2014/172787.)},
	month = {10},
	institution = {UBC},
	type = {Patent},
	abstract = {The invention is directed to a computer-implemented method for obtaining a physical model having physical model parameters wherein solutions to one or more partial-differential-equations (PDE{\textquoteright}s) are calculated ans wherein (i) an appropriate initial model is selected, (ii) setup a system of equations referred to as the data-augmented PDE for the field, comprising of the discretized PDE, the sampling operator, the source function and the observed data, and solve the data-augmented PDE in a suitable manner to obtain a field that both satisfies the PDE and fits the data to some degree, (iii) setup a system of equations by using the PDE, the source function and the field obtained in step (ii) and solve this system of equations in a suitable manner to obtain an update of the physical model parameters and repeat steps (ii)-(iii) until a predetermined stopping criterion is met.},
	keywords = {Optimization, patent, penalty method},
	url = {https://slim.gatech.edu/Publications/Public/Patents/2014/herrmann2014pmpde/herrmann2014pmpde_WO2014172787.pdf},
	url2 = {http://patentscope.wipo.int/search/en/WO2014172787},
	author = {Felix J. Herrmann and Tristan van Leeuwen}
}
@conference {peters2014EAGEweb,
	title = {Wave-equation based inversion with the penalty method: adjoint-state versus wavefield-reconstruction inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2014},
	month = {06},
	abstract = {In this paper we make a comparison between wave-equation based inversions based on the adjoint-state and penalty methods. While the adjoint-state method involves the minimization of a data-misfit and exact solutions of the wave-equation for the current velocity model, the penalty-method aims to first find a wavefield that jointly fits the data and honours the physics, in a least-squares sense. Given this reconstructed wavefield, which is a proxy for the true wavefield in the true model, we calculate updates for the velocity model. Aside from being less nonlinear{\textendash}the acoustic wave equation is linear in the wavefield and model parameters but not in both{\textendash}the inversion is carried out over a solution space that includes both the model and the wavefield. This larger search space allows the algortihm to circumnavigate local minima, very much in the same way as recently proposed model extentions try to acomplish. We include examples for low frequencies, where we compare full-waveform inversion results for both methods, for good and bad starting models, and for high frequencies where we compare reverse-time migration with linearized imaging based on wavefield-reconstruction inversion. The examples confirm the expected benefits of the proposed method.},
	keywords = {EAGE, Full-waveform inversion, Imaging, Optimization, penalty method},
	doi = {10.3997/2214-4609.20140704},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/peters2014EAGEweb/peters2014EAGEweb.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/peters2014EAGEweb/peters2014EAGEweb_pres.pdf},
	author = {Bas Peters and Felix J. Herrmann and Tristan van Leeuwen}
}
@conference {herrmann2013SEGpmc,
	title = {A penalty method for PDE-constrained optimization with applications to wave-equation based seismic inversion},
	booktitle = {SEG Workshop on Computational Mathematics for Geophysics; Houston},
	year = {2013},
	month = {09},
	keywords = {Optimization, penalty method, SEG, workshop},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2013/herrmann2013SEGpmc/herrmann2013SEGpmc_pres.pdf},
	author = {Tristan van Leeuwen and Felix J. Herrmann}
}
