Data Assimilation Meetings at Reading

Date Meeting type Speakers
20 Feb 2013 Invited speaker Coralia Cartis (University of Edinburgh)
Efficient optimization algorithms for nonlinear least-squares and inverse problems

We discuss various regularization and optimization techniques suitable for inverse problems. In particular, we present a new termination condition for nonlinear least-squares algorithms that can distinguish between the zero- and non-zero error automatically and that gives the best known efficiency guarantees for some regularization-based methods. There has been much recent work on inverse problems that admit a sparse solution, namely, one with few significant entries. We outline a new average-case analysis that quantifies the level of undersampling that can be employed while still being able to recover a sparse solution. Finally, we discuss some derivative-free optimization techniques that we have successfully employed to tune some relevant parameters of the HadAM3 model so as to match radiation measurements. This work is joint with Nick Gould (RAL), Philippe Toint (Namur, Belgium), Andrew Thompson (Duke, USA) and Simon Tett (Edinburgh).

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