English

Near-optimal bounds for phase synchronization

Optimization and Control 2018-04-10 v1

Abstract

The problem of phase synchronization is to estimate the phases (angles) of a complex unit-modulus vector zz from their noisy pairwise relative measurements C=zz+σWC = zz^* + \sigma W, where WW is a complex-valued Gaussian random matrix. The maximum likelihood estimator (MLE) is a solution to a unit-modulus constrained quadratic programming problem, which is nonconvex. Existing works have proposed polynomial-time algorithms such as a semidefinite relaxation (SDP) approach or the generalized power method (GPM) to solve it. Numerical experiments suggest both of these methods succeed with high probability for σ\sigma up to O~(n1/2)\tilde{\mathcal{O}}(n^{1/2}), yet, existing analyses only confirm this observation for σ\sigma up to O(n1/4)\mathcal{O}(n^{1/4}). In this paper, we bridge the gap, by proving SDP is tight for σ=O(n/logn)\sigma = \mathcal{O}(\sqrt{n /\log n}), and GPM converges to the global optimum under the same regime. Moreover, we establish a linear convergence rate for GPM, and derive a tighter \ell_\infty bound for the MLE. A novel technique we develop in this paper is to track (theoretically) nn closely related sequences of iterates, in addition to the sequence of iterates GPM actually produces. As a by-product, we obtain an \ell_\infty perturbation bound for leading eigenvectors. Our result also confirms intuitions that use techniques from statistical mechanics.

Keywords

Cite

@article{arxiv.1703.06605,
  title  = {Near-optimal bounds for phase synchronization},
  author = {Yiqiao Zhong and Nicolas Boumal},
  journal= {arXiv preprint arXiv:1703.06605},
  year   = {2018}
}

Comments

34 pages, 1 figure

R2 v1 2026-06-22T18:50:29.853Z