Pitfalls in Nonlinear Inversion

— We discuss and illustrate graphically with simple 2-D problems, four common pitfalls in geophysical nonlinear inversion. The first one establishes that the Lagrange multiplier, used to incorporate a priori information in the geophysical inverse problem, should be the largest value still compatible with a reasonable data fitting. This procedure should be used only when the interpreter is sure about the importance of the a priori information used to stabilize the inverse problem relative to the geophysical observations. Because this is rarely the case, the user should use the smallest Lagrange multiplier still producing stable solutions. The second pitfall is an attempt to automatically estimate the Lagrange multiplier by decreasing it along the iterative process used to solve the nonlinear optimization problem. Consequently, at the last iteration, the Lagrange multiplier may be so small that the problem may become ill-posed and any computed solution in this case is meaningless. The third pitfall is related to the incorporation of a priori information by a technique known as “Jumping.” This formulation, from the viewpoint of the class of Acceptable Gradient Methods, is incomplete and may lead to a premature halt in the iteration, and, consequently, to solutions far from the true one. Finally, the fourth pitfall is an inadequate convergence criterion which stops the iteration when the data misfit drops just below the noise level, irrespective of the fact that the functional to be minimized may not have attained its minimum. This means that the a priori information has not been completely incorporated, so that this stopping criterion partially neutralizes the effect of the stabilizing functional, and opens the possibility of obtaining unstable, meaningless estimates.