Improved tabu search and simulated annealing methods for nonlinear data assimilation

Nino-Ruiz, Elias D. ORCID: https://orcid.org/0000-0001-7784-8163 and Yang, Xin-She ORCID: https://orcid.org/0000-0001-8231-5556 (2019) Improved tabu search and simulated annealing methods for nonlinear data assimilation. Applied Soft Computing, 83 . p. 105624. ISSN 1568-4946 [Article] (doi:10.1016/j.asoc.2019.105624)

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Abstract

Nonlinear data assimilation can be a very challenging task. Four local search methods are proposed for nonlinear data assimilation in this paper. The methods work as follows: At each iteration, the observation operator is linearized around the current solution, and a gradient approximation of the three dimensional variational (3D-Var) cost function is obtained. Then, samples along potential steepest descent directions of the 3D-Var cost function are generated, and the acceptance/rejection criteria for such samples are similar to those proposed by the Tabu Search and the Simulated Annealing framework. In addition, such samples can be drawn within certain sub-spaces so as to reduce the computational effort of computing search directions. Once a posterior mode is estimated, matrix-free ensemble Kalman filter approaches can be implemented to estimate posterior members. Furthermore, the convergence of the proposed methods is theoretically proven based on the necessary assumptions and conditions. Numerical experiments have been performed by using the Lorenz-96 model. The numerical results show that the cost function values on average can be reduced by several orders of magnitudes by using the proposed methods. Even more, the proposed methods can converge faster to posterior modes when sub-space approximations are employed to reduce the computational efforts among iterations.

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