Full waveform inversion by proximal Newton method using adaptive regularization

Regularization is necessary for solving non-linear ill-posed inverse problems arising in different fields of geosciences. The base of a suitable regularization is the prior expressed by the regularizer, which can be non-adaptive or adaptive (data-driven), smooth or non-smooth, variational-based or not. Nevertheless, tailoring a suitable and easy-to-implement prior for describing geophysical models is a non-trivial task. In this paper, we propose two generic optimization algorithms to implement arbitrary regularization in non-linear inverse problems such as full-waveform inversion (FWI), where the regularization task is recast as a denoising problem. We assess these optimization algorithms with the plug-and-play block matching (BM3D) regularization algorithm, which determines empirical priors adaptively without any optimization formulation. The non-linear inverse problem is solved with a proximal Newton method, which generalizes the traditional Newton step in such a way to involve the gradients/subgradients of a (possibly non-differentiable) regularization function through operator splitting and proximal mappings. Furthermore, it requires to account for the Hessian matrix in the regularized least-squares optimization problem. We propose two different splitting algorithms for this task. In the first, we compute the Newton search direction with an iterative method based upon the first-order generalized iterative shrinkage-thresholding algorithm (ISTA), and hence Newton-ISTA (NISTA). The iterations require only Hessian-vector products to compute the gradient step of the quadratic approximation of the non-linear objective function. The second relies on the alternating direction method of multipliers (ADMM), and hence Newton-ADMM (NADMM), where the least-squares optimization subproblem and the regularization subproblem in the composite objective function are decoupled through auxiliary variable and solved in an alternating mode. The least-squares subproblem can be solved with exact, inexact, or quasi-Newton methods. We compare NISTA and NADMM numerically by solving FWI with BM3D regularization. The tests show promising results obtained by both algorithms. However, NADMM shows a faster convergence rate than NISTA when using L-BFGS to solve the Newton system.

Automated summary

Regularization is essential for solving non-linear ill-posed inverse problems in geosciences. This paper proposes two generic optimization algorithms to implement arbitrary regularization, recasting the task as denoising. The proximal Newton method is used for solving the inverse problem, with two splitting algorithms proposed for handling the Hessian matrix in regularized least-squares optimization.