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The first order reliability method (FORM) is efficient, but it has limited accuracy; the second order reliability method (SORM) provides greater accuracy, but with additional computational effort. In this study, a new method which integrates two quasi-Newton approximation algorithms is proposed to efficiently estimate the second order reliability of geotechnical problems with reasonable accuracy. In particular, the Hasofer–Lind–Rackwitz–Fiessler–Broyden–Fletcher–Goldfarb–Shanno (HLRF–BFGS) algorithm is applied to identify the design point on the limit state function (LSF), and consequently to compute the first order reliability index; whereas the Symmetric Rank-one (SR1) algorithm is nested within the HLRF–BFGS algorithm to compute good approximations, yet with a reduced computational effort, of the Hessian matrix required to compute second order reliabilities. Three typical geotechnical problems are employed to demonstrate the ability of the suggested procedure, and advantages of the proposed approach with respect to conventional alternatives are discussed. Results show that the proposed method is able to achieve the accuracy of conventional SORM, but with a reduced computational cost that is equal to the computational cost of HLRF–BFGS-based FORM. 相似文献
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In full waveform inversion (FWI), Hessian information of the misfit function is of vital importance for accelerating the convergence of the inversion; however, it usually is not feasible to directly calculate the Hessian matrix and its inverse. Although the limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) or Hessian-free inexact Newton (HFN) methods are able to use approximate Hessian information, the information they collect is limited. The two methods can be interlaced because they are able to provide Hessian information for each other; however, the performance of the hybrid iterative method is dependent on the effective switch between the two methods. We have designed a new scheme to realize the dynamic switch between the two methods based on the decrease ratio (DR) of the misfit function (objective function), and we propose a modified hybrid iterative optimization method. In the new scheme, we compare the DR of the two methods for a given computational cost, and choose the method with a faster DR. Using these steps, the modified method always implements the most efficient method. The results of Marmousi and over thrust model testings indicate that the convergence with our modified method is significantly faster than that in the L-BFGS method with no loss of inversion quality. Moreover, our modified outperforms the enriched method by a little speedup of the convergence. It also exhibits better efficiency than the HFN method. 相似文献
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虽然InSAR技术具有高精度、大范围和高空间分辨率等优点,但只能监测雷达视线方向上的一维地表形变;而GPS技术虽可以监测地表的三维形变,但其空间分辨率很低.本文针对融合InSAR和GPS技术监测地表高空间分辨率三维形变展开研究.首先证明了简单的局部最优化迭代算法就能求得综合InSAR和GPS监测地表形变速率的能量函数模型的全局最优估值.随后提出了利用BFGS局部最优算法反演最优的地表三维形变速率.该方法既能避免全局最优化算法计算复杂且难以收敛的问题,又能克服传统的解析法中数值计算不稳定的缺点.最后,通过模拟实验和美国南加州真实数据实验表明,该方法能够得到高精度的地表三维形变速率场.而且当观测或插值误差导致解析法误差较大时,BFGS方法仍能得到高精度、稳定的全局最优解. 相似文献
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实际中的测井参数反演是一个多参数、非线性优化问题,所采用的目标函数,即度量由参数化的理论模型得出的预测值与观测值的吻合程度,往往存在多解的现象。针对这种状况我们提出了模拟退火与变尺度综合反演方法用于参数计算,经过实际试算证明该方法效果很好。 相似文献
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波形反演是一种利用全波场信息,通过最小化预测波场和实际波场的残差来揭示地下岩性和构造信息的方法.本文首先简述了常规拟牛顿算法的原理,之后利用一种新的拟牛顿公式对Davidon-Fletcher-Powell(DFP)和Broyden-Fletcher-Goldfarb-Shanno(BFGS)算法进行了修正,改进后的BFGS算法在近似Hessian矩阵逆矩阵时,不仅考虑了梯度和模型信息,还加入了目标函数本身的信息,而且对于每次迭代,基本没有增加计算量.数值试验表明,相对常规拟牛顿方法,修正BFGS算法在保证反演精度的同时,明显提高了反演效率. 相似文献
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本文针对当今各国高层领导和科学家十分关注并大力倡导的“数字地球”、“数字国家”、“数字城市”、“数字矿山”等科学工程构建中遇到的大量的多源、多维、多类型、多时态、多精度并具有非线性特征的数据处理,针对数据测量采用多种观测手段采集多源、多维、多类型、多时态、多精度数据,数据处理的函数模型中不仅仅含有非随机参数,而且含有随机参数,其随机参数又常常为动态的等特点,建立了广义非线性动态最小二乘数据处理模型。针对该模型规模大、维数高的特点,借鉴多变量函数寻优的“变量轮换法”或“因素交替法”的思想、结合BFGS算法,建立了一交替寻优的解算方法,该算法将大规模的优化问题分解为两个较低规模的优化问题进行解算,降低了问题的规模,减少了计算量。 相似文献
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针对传统的BP神经网络算法计算精度低、收敛速度慢的缺点,本文将求解无约束极值问题的非线性最优化方法—BFGS法引入到BP神经网络模型,构建适用于带有不确定性和非线性的结构变形监测数据的处理和预测的BFGS-BP网络模型。并以某隧道施工过程中的拱顶下沉观测数据为例,进行BFGS-BP与传统BP算法的训练和预测对比试验。试验结果表明,与传统的BP算法相比,BFGS-BP模型具有更高的计算精度、更快的收敛速度。 相似文献
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目前,油气勘探已经从简单构造勘探转向岩性勘探,今后勘探的主要地质目标之一是地层--岩性油气藏,Q 值在地层--岩性油气勘探中有重要作用。为较好地估计地层的Q 值,本文提出了基于 BFGS 算法和广义S 变换的Q 值估计方法。通过广义S 变换得到不同旅行时刻的振幅谱,构造一个最优化问题,引入BFGS 算法估计出地震品质因子。该方法可以在整个频带范围内计算振幅谱的互相关系数,避免了频带范围选择的问题,而且收敛速度更快。模拟算例和实际资料处理结果均表明,该方法可以有效快速地估计品质因子,并具有较好的抗噪性。 相似文献