论文标题
耦合反问题的过滤方法
Filtering methods for coupled inverse problems
论文作者
论文摘要
我们对解决多目标优化问题的合奏方法感兴趣。提出了一种合奏Kalman方法,以使用加权函数方法解决非线性问题的公式。对集合方法的平均场限制的分析可为权重一个明确的更新公式。数值示例表明该方法的性能提高了。
We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a weighted function approach. An analysis of the mean field limit of the ensemble method yields an explicit update formula for the weights. Numerical examples show the improved performance of the proposed method.