Quadratic-penalty based full-space methods for waveform inversion

Waveform inversion problems are commonly solved by eliminating the field variables. Full-space methods store and update the fields, rather than solving for them. This leads to a problem with nice properties, such as free function value evaluation and exact gradients and Hessians at no cost. The existing literature is almost exclusively based on the Lagrangian formulation. We propose to work with a quadratic penalty formulation, which allows us to reduce the storage requirements and gives the Newton system a favourable structure which we exploit to obtain a intrinsically parallel updating scheme for the fields and medium parameters. We will show a comparison with reduced-space methods.