On the Sample Complexity and Optimization Landscape for Quadratic Feasibility Problems
Abstract
We consider the problem of recovering a complex vector from quadratic measurements . This problem, known as quadratic feasibility, encompasses the well known phase retrieval problem and has applications in a wide range of important areas including power system state estimation and x-ray crystallography. In general, not only is the the quadratic feasibility problem NP-hard to solve, but it may in fact be unidentifiable. In this paper, we establish conditions under which this problem becomes {identifiable}, and further prove isometry properties in the case when the matrices are Hermitian matrices sampled from a complex Gaussian distribution. Moreover, we explore a nonconvex {optimization} formulation of this problem, and establish salient features of the associated optimization landscape that enables gradient algorithms with an arbitrary initialization to converge to a \emph{globally optimal} point with a high probability. Our results also reveal sample complexity requirements for successfully identifying a feasible solution in these contexts.
Cite
@article{arxiv.2002.01066,
title = {On the Sample Complexity and Optimization Landscape for Quadratic Feasibility Problems},
author = {Parth Thaker and Gautam Dasarathy and Angelia Nedić},
journal= {arXiv preprint arXiv:2002.01066},
year = {2020}
}
Comments
21 pages