Anderson-accelerated augmented Lagrangian for extended waveform inversion

Abstract

The augmented Lagrangian (AL) method provides a flexible and efficient framework for solving extended-space full-waveform inversion (FWI), a constrained nonlinear optimization problem whereby we seek model parameters and wavefields that minimize the data residuals and satisfy the wave-equation constraint. The AL-based wavefield reconstruction inversion, also known as iteratively refined wavefield reconstruction inversion, extends the search space of FWI in the source dimension and decreases the sensitivity of the inversion to the initial model accuracy. Furthermore, it benefits from the advantages of the alternating direction method of multipliers, such as generality and decomposability for dealing with nondifferentiable regularizers, e.g., total variation regularization, and large-scale problems, respectively. In practice, any extension of the method aiming at improving its convergence and decreasing the number of wave-equation solves would have great importance. To achieve this goal, we recast the method as a general fixed-point iteration problem, which enables us to apply sophisticated acceleration strategies such as Anderson acceleration. The accelerated algorithm stores a predefined number of previous iterates and uses their linear combination together with the current iteration to predict the next iteration. We investigate the performance of our accelerated algorithm on a simple checkerboard model and the benchmark Marmousi II and 2004 BP salt models through numerical examples. These numerical results confirm the effectiveness of our algorithm in terms of convergence rate and the quality of the final estimated model.