Skip to main content

Numerical Algorithms for Non-smooth Optimization Applicable to Seismic Recovery

  • Living reference work entry
  • Latest version View entry history
  • First Online:
  • 408 Accesses

Abstract

Inverse problems in seismic tomography are often cast in the form of an optimization problem involving a cost function composed of a data misfit term and regularizing constraint or penalty. Depending on the noise model that is assumed to underlie the data acquisition, these optimization problems may be non-smooth. Another source of lack of smoothness (differentiability) of the cost function may arise from the regularization method chosen to handle the ill-posed nature of the inverse problem. A numerical algorithm that is well suited to handle minimization problems involving two non-smooth convex functions and two linear operators is studied. The emphasis lies on the use of some simple proximity operators that allow for the iterative solution of non-smooth convex optimization problems. Explicit formulas for several of these proximity operators are given and their application to seismic tomography is demonstrated.

This is a preview of subscription content, log in via an institution.

References

  • Afonso MV, Bioucas-Dias JM, Figueiredo MAT (2010) Fast image recovery using variable splitting and constrained optimization. IEEE Trans Image Process 19(9):2345–2356

    Article  MathSciNet  Google Scholar 

  • Beck A, Teboulle M (2009) Fast gradient-based algorithms for constrained total variation image denoising and deblurring problems. IEEE Trans Image Process 18:2419–2434

    Article  MathSciNet  Google Scholar 

  • Beck A, Teboulle M (2009) A fast iterative shrinkage-threshold algorithm for linear inverse problems. SIAM J Imaging Sci 2:183–202

    Article  MathSciNet  MATH  Google Scholar 

  • Bonesky T (2009) Morozov’s discrepancy principle and Tikhonov-type functionals. Inverse Probl 25(1):015015 (11pp)

    Google Scholar 

  • Boyd S, Vandenberghe L (2004) Convex optimization. Cambridge University Press

    Book  MATH  Google Scholar 

  • Bredies K (2009) A forward-backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space. Inverse Probl 25:015005

    Article  MathSciNet  Google Scholar 

  • Bruckstein AM, Donoho DL, Elad M (2009) From sparse solutions of systems of equations to sparse modeling of signals and images. SIAM Rev 51(1):34–81

    Article  MathSciNet  MATH  Google Scholar 

  • Candès EJ, Romberg J (2004) Practical signal recovery from random projections. In: Wavelet applications in signal and image processing XI, Proceedings of the SPIE Conference, vol 5914, San Diego CA, USA

    Google Scholar 

  • Chambolle A, Pock T (2011) A first-order primal-dual algorithm for convex problems with applications to imaging. J Math Imaging Vis 40:120–145 hal-00490826

    Google Scholar 

  • Chen P, Huang J, Zhang X (2013) A primal-dual fixed point algorithm for convex separable minimization with applications to image restoration. Inverse Probl 29(2):025011 (33pp)

    Google Scholar 

  • Claerbout JF, Muir F (1973) Robust modelling with erratic data. Geophysics 38(5):826–844

    Article  Google Scholar 

  • Combettes PL, Pesquet J-C (2011) Proximal splitting methods in signal processing, chapter 1. In: Bauschke HH, Burachik RS, Combettes PL, Elser V, Luke DR, Wolkowicz H (eds) Fixed-point algorithms for inverse problems in science and engineering. Springer-Verlag, pp 185–212

    Google Scholar 

  • Combettes PL, Wajs VR (2005) Signal recovery by proximal forward-backward splitting. Multiscale Model Simul 4(4):1168–1200

    Article  MathSciNet  MATH  Google Scholar 

  • Daubechies I, Defrise M, De Mol C (2004) An iterative thresholding algorithm for linear inverse problems with a sparsity constraint. Commun Pure Appl Math 57(11):1413–1457

    Article  MATH  Google Scholar 

  • Daubechies I, Teschke G, Vese L (2007) Iteratively solving linear inverse problems under general convex constraints. Inverse Probl Imaging 1:29–46

    Article  MathSciNet  MATH  Google Scholar 

  • Daubechies I, Fornasier M, Loris I (2008) Accelerated projected gradient method for linear inverse problems with sparsity constraints. J Fourier Anal Appl 14(5–6):764–792

    Article  MathSciNet  MATH  Google Scholar 

  • Defrise M, Vanhove C, Liu X (2011) An algorithm for total variation regularization in high-dimensional linear problems. Inverse Probl 27(6):065002

    Article  MathSciNet  Google Scholar 

  • Engl HW, Hanke M, Neubauer A (2000) Regularization of inverse problems. Kluwer Academic Publishers, Dordrecht (The Netherlands)

    Google Scholar 

  • Esser JE (2010) Primal dual algorithms for convex models and applications to image restoration, registration and nonlocal inpainting. PhD thesis, University of California

    Google Scholar 

  • Esser E, Zhang X, Chan TF (2010) A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science. SIAM J Imaging Sci 3(4):1015–1046

    Article  MathSciNet  MATH  Google Scholar 

  • Figueiredo MAT, Nowak RD, Wright SJ (2007) Gradient projection for sparse reconstruction: application to compressed sensing and other inverse problems. IEEE J Sel Top Signal Process (Special Issue Convex Optim Methods Signal Process) 1:586–598

    Article  Google Scholar 

  • Fornasier M, Rauhut H (2008) Recovery algorithms for vector-valued data with joint sparsity constraints. SIAM J Numer Anal 46:577–613

    Article  MathSciNet  MATH  Google Scholar 

  • Gholami A, Siahkoohi HR (2010) Regularization of linear and non-linear geophysical ill-posed problems with joint sparsity constraints. Geophys J Int 180(2):871–882

    Article  Google Scholar 

  • Goldstein AA (1964) Convex programming in Hilbert space. Bull Am Math Soc 70:709–710

    Article  MATH  Google Scholar 

  • Grasmair M, Haltmeier M, Scherzer O (2011) The residual method for regularizing ill-posed problems. Appl Math Comput 218(6):2693–2710

    Article  MathSciNet  MATH  Google Scholar 

  • Hale E, Yin W, Zhang Y (2008) Fixed-point continuation for 1-minimization: Methodology and convergence. SIAM J Optim 19(3):1107–1130

    Article  MathSciNet  MATH  Google Scholar 

  • Hansen C (1992) Analysis of discrete ill-posed problems by means of the L-curve. SIAM Rev 34(4):561–580

    Article  MathSciNet  MATH  Google Scholar 

  • Hennenfent G, van den Berg E, Friedlander MP, Herrmann FJ (2008) New insights into one-norm solvers from the Pareto curve. Geophysics 73(4):A23–A26

    Article  Google Scholar 

  • Herrmann FJ, Hennenfent G (2008) Non-parametric seismic data recovery with curvelet frames. Geophys J Int 173(1):233–248

    Article  Google Scholar 

  • Herrmann FJ, Moghaddam PP, Stolk C (2008) Sparsity- and continuity-promoting seismic image recovery with curvelet frames. Appl Comput Harmonic Anal 24(2):150–173

    Article  MathSciNet  MATH  Google Scholar 

  • Ivanov VV (1976) The theory of approximate methods and their application to the numerical solution of singular integral equations. Nordhoff International, Leyden

    MATH  Google Scholar 

  • Kim S-J, Koh K, Lustig M, Boyd S, Gorinevsky D (2007) An interior-point method for large-scale 1-regularized least squares. IEEE J Sel Top Signal Process 1(4):606–617

    Article  Google Scholar 

  • Levitin ES, Polyak BT (1966) Constrained minimization problems. USSR Comput Math Math Phys 6:1–50

    Article  Google Scholar 

  • Loris I, Verhoeven C (2011) On a generalization of the iterative soft-thresholding algorithm for the case of non-separable penalty. Inverse Probl 27(12):125007

    Article  MathSciNet  Google Scholar 

  • Loris I, Verhoeven C (2012) Iterative algorithms for total variation-like reconstructions in seismic tomography. Int J Geomath 3(2):179–208

    Article  MathSciNet  MATH  Google Scholar 

  • Loris I, Nolet G, Daubechies I, Dahlen FA (2007) Tomographic inversion using 1-norm regularization of wavelet coefficients. Geophys J Int 170(1):359–370

    Article  Google Scholar 

  • Loris I, Bertero M, De Mol C, Zanella R, Zanni L (2009) Accelerating gradient projection methods for 1-constrained signal recovery by steplength selection rules. Appl Comput Harmon Anal 27(2):247–254

    Article  MathSciNet  MATH  Google Scholar 

  • Loris I, Douma H, Nolet G, Daubechies I, Regone C (2010) Nonlinear regularization techniques for seismic tomography. J Comput Phys 229(3):890–905

    Article  MathSciNet  MATH  Google Scholar 

  • Mi T, Li S, Liu Y (2012) Fast thresholding algorithms with feedbacks for sparse signal recovery. ArXiv: abs/1204.3700

    Google Scholar 

  • Moreau JJ (1965) Proximité et dualité dans un espace hilbertien. Bull Soc Math France 93:273–299

    MathSciNet  MATH  Google Scholar 

  • Morozov VA (1966) On the solution of functional equations by the method of regularization. Soviet Math Dokl 7:414–417

    MathSciNet  MATH  Google Scholar 

  • Nikazad T, Davidi R, Herman GT (2012) Accelerated perturbation-resilient block-iterative projection methods with application to image reconstruction. Inverse Probl 28(3):035005 (19pp)

    Google Scholar 

  • Nolet G (2008) A breviary of seismic tomography. Cambridge University Press, Cambridge

    Book  MATH  Google Scholar 

  • Polyak BT (1987) Introduction to optimization. Optimization Software, New York

    Google Scholar 

  • Rezghi M, Hosseini SM (2009) A new variant of L-curve for Tikhonov regularization. J Comput Appl Math 231(2):914–924

    Article  MathSciNet  MATH  Google Scholar 

  • Rockafellar RT (1970) Convex analysis. Princeton University Press, Princeton

    MATH  Google Scholar 

  • Rudin LI, Osher S, Fatemi E (1992) Nonlinear total variation based noise removal algorithms. Phys D Nonlin Phenom 60(1–4):259–268

    Article  MATH  Google Scholar 

  • Santosa F, Symes WW (1986) Linear inversion of band-limited reflection seismograms. SIAM J Sci Stat Comput 7:1307–1330

    Article  MathSciNet  MATH  Google Scholar 

  • Strong D, Chan T (2003) Edge-preserving and scale-dependent properties of total variation regularization. Inverse Probl 19(6):S165

    Article  MathSciNet  MATH  Google Scholar 

  • Taylor HL, Banks SC, McCoy JF (1979) Deconvolution with the 1 norm. Geophysics 44:39–52

    Article  Google Scholar 

  • Tikhonov AN (1963) Solution of incorrectly formulated problems and the regularization method. Soviet Math Dokl 4:1035–1038

    Google Scholar 

  • Trampert J, Woodhouse JH (1995) Global phase-velocity maps of Love and Rayleigh-waves between 40 and 150 seconds. Geophys J Int 122(2):675–690

    Article  Google Scholar 

  • Trampert J, Woodhouse JH (1996) High resolution global phase velocity distributions. Geophys Res Lett 23(1):21–24

    Article  Google Scholar 

  • Trampert J, Woodhouse JH (2001) Assessment of global phase velocity models. Geophys J Int 144(1):165–174. doi: 10.1046/j.1365-246x.2001.00307.x

    Article  Google Scholar 

  • van den Berg E, Friedlander MP (2007) SPGL1: a solver for large-scale sparse reconstructionhttp://www.cs.ubc.ca/labs/scl/spgl1

  • van den Berg E, Friedlander MP (2008) Probing the Pareto frontier for basis pursuit solutions. SIAM J Sci Comput 31(2):890–912

    Article  MathSciNet  MATH  Google Scholar 

  • van den Berg E, Friedlander MP (2011) Sparse optimization with least-squares constraints. SIAM J Optim 21(4):1201–1229

    Article  MathSciNet  MATH  Google Scholar 

  • Zhang X, Burger M, Osher S (2011) A unified primal-dual algorithm framework based on Bregman iteration. J Sci Comput 46:20–46

    Article  MathSciNet  MATH  Google Scholar 

  • Zhu M, Chan T (2008) An efficient primal-dual hybrid gradient algorithm for total variation image restoration. Technical report, UCLA

    Google Scholar 

Download references

Acknowledgements

I.L. is a research associate of the Fonds de la Recherche Scientifique (FNRS).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ignace Loris .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer-Verlag Berlin Heidelberg

About this entry

Cite this entry

Loris, I. (2014). Numerical Algorithms for Non-smooth Optimization Applicable to Seismic Recovery. In: Freeden, W., Nashed, M., Sonar, T. (eds) Handbook of Geomathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27793-1_65-3

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-27793-1_65-3

  • Received:

  • Accepted:

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Online ISBN: 978-3-642-27793-1

  • eBook Packages: Springer Reference MathematicsReference Module Computer Science and Engineering

Publish with us

Policies and ethics

Chapter history

  1. Latest

    Numerical Algorithms for Non-smooth Optimization Applicable to Seismic Recovery
    Published:
    17 September 2014

    DOI: https://doi.org/10.1007/978-3-642-27793-1_65-3

  2. Original

    Numerical Algorithms for Non-smooth Optimization Applicable to Seismic Recovery
    Published:
    21 August 2014

    DOI: https://doi.org/10.1007/978-3-642-27793-1_65-2