Solution accelerators for large-scale three-dimensional electromagnetic inverse problems

Abstract

We provide a framework for preconditioning nonlinear three-dimensional electromagnetic inverse scattering problems using nonlinear conjugate gradient (NLCG) and limited memory (LM) quasi-Newton methods. Key to our approach is the use of an approximate adjoint method that allows for an economical approximation of the Hessian that is updated at each inversion iteration. Using this approximate Hessian as a preconditioner, we show that the preconditioned NLCG iteration converges significantly faster than the non-preconditioned iteration, as well as converging to a data misfit level below that observed for the non-preconditioned method. Similar conclusions are also observed for the LM iteration; preconditioned with the approximate Hessian, the LM iteration converges faster than the non-preconditioned version. At this time, however, we see little difference between the convergence performance of the preconditioned LM scheme and the preconditioned NLCG scheme. A possible reason for this outcome is the behaviour of the line search within the LM iteration. It was anticipated that, near convergence, a step size of one would be approached, but what was observed, instead, were step lengths that were nowhere near one. We provide some insights into the reasons for this behaviour and suggest further research that may improve the performance of the LM methods.