We compare the performances of four stochastic optimisation methods using four analytic objective functions and two highly non-linear geophysical optimisation problems: one-dimensional elastic full-waveform inversion and residual static computation. The four methods we consider, namely, adaptive simulated annealing, genetic algorithm, neighbourhood algorithm, and particle swarm optimisation, are frequently employed for solving geophysical inverse problems. Because geophysical optimisations typically involve many unknown model parameters, we are particularly interested in comparing the performances of these stochastic methods as the number of unknown parameters increases. The four analytic functions we choose simulate common types of objective functions encountered in solving geophysical optimisations: a convex function, two multi-minima functions that differ in the distribution of minima, and a nearly flat function. Similar to the analytic tests, the two seismic optimisation problems we analyse are characterised by very different objective functions. The first problem is a one-dimensional elastic full-waveform inversion, which is strongly ill-conditioned and exhibits a nearly flat objective function, with a valley of minima extended along the density direction. The second problem is the residual static computation, which is characterised by a multi-minima objective function produced by the so-called cycle-skipping phenomenon. According to the tests on the analytic functions and on the seismic data, genetic algorithm generally displays the best scaling with the number of parameters. It encounters problems only in the case of irregular distribution of minima, that is, when the global minimum is at the border of the search space and a number of important local minima are distant from the global minimum. The adaptive simulated annealing method is often the best-performing method for low-dimensional model spaces, but its performance worsens as the number of unknowns increases. The particle swarm optimisation is effective in finding the global minimum in the case of low-dimensional model spaces with few local minima or in the case of a narrow flat valley. Finally, the neighbourhood algorithm methodis competitive with the other methods only for low-dimensional model spaces; its performance sensibly worsens in the case of multi-minima objective functions.

Sajeva, A., Aleardi, M., Galuzzi, B., Stucchi, E., Spadavecchia, E., Mazzotti, A. (2017). Comparing the performances of four stochastic optimisation methods using analytic objective functions, 1D elastic full-waveform inversion, and residual static computation. GEOPHYSICAL PROSPECTING, 65(1), 322-346 [10.1111/1365-2478.12532].

Comparing the performances of four stochastic optimisation methods using analytic objective functions, 1D elastic full-waveform inversion, and residual static computation

Galuzzi, B;
2017

Abstract

We compare the performances of four stochastic optimisation methods using four analytic objective functions and two highly non-linear geophysical optimisation problems: one-dimensional elastic full-waveform inversion and residual static computation. The four methods we consider, namely, adaptive simulated annealing, genetic algorithm, neighbourhood algorithm, and particle swarm optimisation, are frequently employed for solving geophysical inverse problems. Because geophysical optimisations typically involve many unknown model parameters, we are particularly interested in comparing the performances of these stochastic methods as the number of unknown parameters increases. The four analytic functions we choose simulate common types of objective functions encountered in solving geophysical optimisations: a convex function, two multi-minima functions that differ in the distribution of minima, and a nearly flat function. Similar to the analytic tests, the two seismic optimisation problems we analyse are characterised by very different objective functions. The first problem is a one-dimensional elastic full-waveform inversion, which is strongly ill-conditioned and exhibits a nearly flat objective function, with a valley of minima extended along the density direction. The second problem is the residual static computation, which is characterised by a multi-minima objective function produced by the so-called cycle-skipping phenomenon. According to the tests on the analytic functions and on the seismic data, genetic algorithm generally displays the best scaling with the number of parameters. It encounters problems only in the case of irregular distribution of minima, that is, when the global minimum is at the border of the search space and a number of important local minima are distant from the global minimum. The adaptive simulated annealing method is often the best-performing method for low-dimensional model spaces, but its performance worsens as the number of unknowns increases. The particle swarm optimisation is effective in finding the global minimum in the case of low-dimensional model spaces with few local minima or in the case of a narrow flat valley. Finally, the neighbourhood algorithm methodis competitive with the other methods only for low-dimensional model spaces; its performance sensibly worsens in the case of multi-minima objective functions.
Articolo in rivista - Articolo scientifico
Optimisation; Stochastic
English
322
346
25
Sajeva, A., Aleardi, M., Galuzzi, B., Stucchi, E., Spadavecchia, E., Mazzotti, A. (2017). Comparing the performances of four stochastic optimisation methods using analytic objective functions, 1D elastic full-waveform inversion, and residual static computation. GEOPHYSICAL PROSPECTING, 65(1), 322-346 [10.1111/1365-2478.12532].
Sajeva, A; Aleardi, M; Galuzzi, B; Stucchi, E; Spadavecchia, E; Mazzotti, A
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/204696
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