Fast and Automatic Full Waveform Inversion by Dual Augmented Lagrangian

Abstract: Full Waveform Inversion (FWI) stands as a nonlinear, high-resolution technology for subsurface imaging via surface-recorded data. This paper introduces an augmented Lagrangian dual formulation for FWI, rooted in the viewpoint that Lagrange multipliers serve as fundamental unknowns for the accurate linearization of the FWI problem. Once these multipliers are estimated, the determination of model parameters becomes simple. Therefore, unlike traditional primal algorithms, the proposed dual method circumvents direct engagement with model parameters or wavefields, instead tackling the estimation of Lagrange multipliers through a gradient ascent iteration. This approach yields two significant advantages: i) the background model remains fixed, requiring only one LU matrix factorization for each frequency inversion. ii) Convergence of the algorithm can be improved by leveraging techniques like quasi-Newton l-BFGS methods and Anderson acceleration. Numerical examples from elastic and acoustic FWI utilizing different benchmark models are provided, showing that the dual algorithm converges quickly and requires fewer computations than the standard primal algorithm.