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Steepest-Descent Method

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Published:
January 01, 2017

Abstract

Steepest-Descent Method: This chapter introduces the optimization method known as steepest descent (SD), in which the solution is found by searching iteratively along the negative gradient-g direction, the path of steepest descent. Relative to the Newton method for large problems, SD is inexpensive computationally because the Hessian inverse is not needed, but it can suffer from slow convergence with ill-conditioned Hessians because it does not take into account information about curvature. Nevertheless, experience shows that iterative SD with preconditioning and regularization can be quite useful when combined with multiscale methods for solving large seismic inverse problems.

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Contents

Society of Exploration Geophysicists

Seismic Inversion

Gerard T. Schuster
Gerard T. Schuster
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Society of Exploration Geophysicists
Volume
20
ISBN electronic:
9781560803423
Publication date:
January 01, 2017

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