An analysis of a hybrid optimization method for variational data assimilation

In four-dimensional variational data assimilation (4D-Var) an optimal estimate of the initial state of a dynamical system is obtained by solving a large-scale unconstrained minimization problem. The gradient of the cost functional may be efficiently computed using the adjoint modeling, at the expense equivalent to a few forward model integrations; for most practical applications, the evaluation of the Hessian matrix is not feasible due to the large dimension of the discrete state vector. Hybrid methods aim to provide an improved optimization algorithm by dynamically interlacing inexpensive L-BFGS iterations with fast convergent Hessian-free Newton (HFN) iterations. In this paper, a comparative analysis of the performance of a hybrid method vs. L-BFGS and HFN optimization methods is presented in the 4D-Var context. Numerical results presented for a two-dimensional shallow-water model show that the performance of the hybrid method is sensitive to the selection of the method parameters such as the length of the L-BFGS and HFN cycles and the number of inner conjugate gradient iterations during the HFN cycle. Superior performance may be obtained in the hybrid approach with a proper selection of the method parameters. The applicability of the new hybrid method in the framework of operational 4D-Var in terms of computational cost and performance is also discussed.