Optimization schemes for Full Waveform Inversion: the preconditioned truncated Newton method

Full Waveform Inversion (FWI) methods use generally gradient based method, such as the nonlinear conjugate gradient method or more recently the l-BFGS quasi-Newton method. Several authors have already investigated the possibility of accounting more accurately for the inverse Hessian operator in the minimization scheme through Gauss-Newton or exact Newton algorithms. We propose a general framework for the implementation of these methods inside a truncated Newton procedure. We demonstrate that the exact Newton method can outperform the standard gradient-based methods in a near-surface application case for recovering high-velocity concrete structures. In this particular configuration, large amplitude multi-scattered waves are generated, which are better taken into account using the exact-Newton method.