@conference {fang2017AIPepm,
	title = {An efficient penalty method for PDE-constrained optimization problem with source estimation and stochastic optimization},
	booktitle = {Applied Inverse Problems Annual Conference Proceedings},
	year = {2017},
	note = {(AIP, Hangzhou)},
	month = {05-06},
	pages = {40},
	abstract = {Many inverse problems in applied science and engineering can be written as PDE-constrained optimization problems. Typically, one is interested in estimating the unknown medium parameters of the PDE describing the system, given multi-source measurements of the fields in the true medium. The objective function is often very oscillatory, which gives rise to problematic local minima, and merely evaluating one or more of its derivatives requires solving multiple PDEs, which are expensive. In many applications such as seismic exploration, only the source location is available and the source signature itself is unknown, which results in erroneous estimated parameters. In this work, we propose a penalty method to solve the PDE-constrained optimization problem, whereby we replace the PDE constraints by a two-norm penalty term, which leads to a bi-linear optimization problem with a much less oscillatory objective function. By applying the variable projection method, we develop an efficient method to invert the unknown parameters and source signatures simultaneously. To reduce the computational cost, we randomly select a subset of all data to update the parameters at each iteration. Numerical examples demonstrate that this method is less prone to becoming stuck in harmful local minima and is able to successfully invert the unknown parameters and source signature with less computational cost compared to using all the data.},
	keywords = {Optimization, penalty method, source estimation, Stochastic optimization},
	url = {http://aip2017.csp.escience.cn/dct/page/1},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/AIP/2017/fang2017AIPepm/fang2017AIPepm_pres.pdf},
	author = {Zhilong Fang and Curt Da Silva and Felix J. Herrmann}
}
@techreport {tschannen2014tdl,
	title = {Time domain least squares migration and dimensionality reduction},
	number = {TR-EOAS-2014-9},
	year = {2014},
	month = {06},
	institution = {UBC},
	abstract = {Least-squares seismic migration (LSM) is a wave equation based linearized inversion problem relying on the minimization of a least-squares misfit function, with respect to the medium perturbation, between recorded and modeled wavefields. Today{\textquoteright}s challenges in Hydrocarbon ex- ploration are to build high resolution images of more and more complicated geological reservoirs, which requires to handle very large systems of equations. The extreme size of the problem com- bined with the fact that it is ill-conditioned make LSM not yet feasible for industrial purposes. To overcome this "curse of dimensionality", dimension reduction and divide-and-conquer tech- niques that aim to decrease the computation time and the required memory, while conserving the image quality, have recently been developed. By borrowing ideas from stochastic optimiza- tion and compressive sensing, the imaging problem is reformulated as an L1-regularized, sparsity promoted LSM. The idea is to take advantage of the compressibility of the model perturbation in the curvelet domain and to work on series of smaller subproblems each involving a small ran- domized subset of data. We try two different subset sampling strategies, artificial randomized simultaneous sources experiments ("supershots") and drawing sequential shots firing at random source locations. These subsets are changed after each subproblem is solved. In both cases we obtain good migration results at significantly reduced computational cost. Application of these methods to a complicated synthetic model yields to encouraging results, underlining the usefulness of sparsity promotion and randomization in time stepping formulation.},
	keywords = {Compressive Sensing, sparsity promotion, Stochastic optimization, Wave equation migration},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2014/tschannen2014tdl/tschannen2014tdl.pdf},
	author = {Valentin Tschannen and Zhilong Fang and Felix J. Herrmann}
}
