Отправлено: 27.04.16 12:19. Заголовок: The SEISCOPE optimization toolbox

The SEISCOPE optimization toolbox: A large-scale nonlinear optimization library based on reverse communication
Ludovic Mйtivier and Romain Brossier

ABSTRACT
The SEISCOPE optimization toolbox is a set of FORTRAN
90 routines, which implement first-order methods (steepestdescent
and nonlinear conjugate gradient) and second-order
methods (l-BFGS and truncated Newton), for the solution
of large-scale nonlinear optimization problems. An efficient
line-search strategy ensures the robustness of these implementations.
The routines are proposed as black boxes easy to interface
with any computational code, where such large-scale
minimization problems have to be solved. Traveltime tomography,
least-squares migration, or full-waveform inversion
are examples of such problems in the context of geophysics.
Integrating the toolbox for solving this class of problems
presents two advantages. First, it helps to separate the routines
depending on the physics of the problem from the ones related
to the minimization itself, thanks to the reverse communication
protocol. This enhances flexibility in code development and
maintenance. Second, it allows us to switch easily between different
optimization algorithms. In particular, it reduces the
complexity related to the implementation of second-order
methods. Because the latter benefit from faster convergence
rates compared to first-order methods, significant improvements
in terms of computational efforts can be expected.