Accelerating Hessian-free Gauss-Newton full-waveform inversion via l-BFGS preconditioned conjugate-gradient algorithm

Abstract

Full-waveform inversion (FWI) has emerged as a powerful strategy for estimating subsurface model parameters by iteratively minimizing the difference between synthetic data and observed data. The Hessian-free (HF) optimization method represents an attractive alternative to Newton-type and gradient-based optimization methods. At each iteration, the HF approach obtains the search direction by approximately solving the Newton linear system using a matrix-free conjugate-gradient (CG) algorithm. The main drawback with HF optimization is that the CG algorithm requires many iterations. In our research, we develop and compare different preconditioning schemes for the CG algorithm to accelerate the HF Gauss-Newton (GN) method. Traditionally, preconditioners are designed as diagonal Hessian approximations. We additionally use a new pseudo diagonal GN Hessian as a preconditioner, making use of the reciprocal property of Green’s function. Furthermore, we have developed an [Formula: see text]-BFGS inverse Hessian preconditioning strategy with the diagonal Hessian approximations as an initial guess. Several numerical examples are carried out. We determine that the quasi-Newton [Formula: see text]-BFGS preconditioning scheme with the pseudo diagonal GN Hessian as the initial guess is most effective in speeding up the HF GN FWI. We examine the sensitivity of this preconditioning strategy to random noise with numerical examples. Finally, in the case of multiparameter acoustic FWI, we find that the [Formula: see text]-BFGS preconditioned HF GN method can reconstruct velocity and density models better and more efficiently compared with the nonpreconditioned method.