Fast convergence strategy for ambiguous inverse problems based on hierarchical regularization

Abstract

Mathematical modelling allows to predict the state of a physical system based on a set of parameters. The corresponding inverse problem, i.e., when parameter values are inferred based on constraints imposed on the system state, is commonly ill-posed. Here, we consider consistent underdetermined problems, where infinitely many combinations of possible parameter values achieve a state that accurately matches all constraints. For such problems a unique regularization strategy can be used, where the ambiguity of the solution space is reduced by sequentially incorporating additional constraints. As this regularization approach always yields a consistent problem by construction, we now show that the Gauss-Newton method is the prime choice to achieve fast convergence. Moreover, using the adjoint method allows to efficiently compute the required Jacobian matrix, which makes the overall solution approach ideally suited for large test cases with many constraints and unknown parameters. We present results for several illustrative examples related to network flow, for which we visualize the solution manifolds of the regularized inverse problem. This provides an intuitive explanation of the hierarchical approach to reduce the ambiguity of the solution. Furthermore, we confirm that combining our regularization strategy with a Gauss-Newton method results in an order of magnitude lower computational cost compared to a gradient descent algorithm. This highlights the potential of our regularization strategy in combination with the Gauss-Newton method, which likely is beneficial for many comparable inverse problems, especially with large parameter spaces.