Examples from the penalty-method

A novel penalty method for PDE-constrained optimization was recently proposed by van Leeuwen and Herrmann (2013). The conventional PDE-constrained optimization formulation used in seismic waveform inversion is based on calculating the gradient of the data misfit objective functional via the adjoint-state method, at the cost of two PDE solves. The penalty method requires only one solution of an overdetermined linear system, in the least-squares sense. In this talk some numerical properties of this linear system will be exposed. The penalty method for PDE-constrained optimization involves a parameter, balancing the data misfit and PDE-misfit parts of the objective functional. This talk will address how to select this very important parameter. Some examples will be shown in which the penalty method outperforms the conventional method in non-linear waveform inversion, as well as linearized seismic imaging by migration.