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GPS资料同化中一种快速优化算法
作者姓名:KUANG Zheng  WANG Bin  YANG Hualin
作者单位:[1]LASG,InstituteofAtmosphericPhysics,ChineseAcademyofSciences,Belting100029 [2]HarbinInstituteofTechnology,Harbin150001
基金项目:the National Excellent Youth Fund(Grant No. 49825109),the CAS Key Innovation Direction Project (Grant No.KZCX2-208),and LASG Project.
摘    要:GPS资料同化最终归结为一个大规模的无约束优化问题。由于问题的维数很高,使得寻找到一种快速且节约存储的优化算法成为GPS资料同化能否满足在业务数值天气预报上的要求的关键。提出了一种新的优化算法。该方法把L-BFGS和HFN两种方法动态的结合起来,同时利用有限差分技术和截去技术,使算法在存储和计算量适合当前设备的前提下,较大的提高了算法的收敛速度。数值试验表明,该方法的计算效率与L-BFGS方法相比有十分明显的改善。

关 键 词:GPS资料同化  快速优化算法  无约束优化  数值预报  天气预报  L-BFGS方法  HFN方法
收稿时间:20 January 2002

A rapid optimization algorithm for GPS data assimilation
KUANG Zheng,WANG Bin,YANG Hualin.A rapid optimization algorithm for GPS data assimilation[J].Advances in Atmospheric Sciences,2003,20(3):437-441.
Authors:Kuang Zheng  Wang Bin  Yang Hualin
Institution:LASG, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029;Harbin Institute of Technology, Harbin 150001,LASG, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029,LASG, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029;Harbin Institute of Technology, Harbin 150001
Abstract:Global Positioning System (GPS) meteorology data variational assimilation can be reduced to theproblem of a large-scale unconstrained optimization. Because the dimension of this problem is too large,most optimal algorithms cannot be performed. In order to make GPS/MET data assimilation able tosatisfy the demand of numerical weather prediction, finding an algorithm with a great convergence rateof iteration will be the most important thing. A new method is presented that dynamically combines thelimited memory BFGS (L-BFGS) method with the Hessian-free Newton(HFN) method, and it has a goodrate of convergence in iteration. The numerical tests indicate that the computational efficiency of themethod is better than the L-BFGS and HFN methods.
Keywords:GPS data assimilation  L-BFGS method  HFN method  large-scale optimization
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