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We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algorithms for multi-objective optimization, our approach does not…

Optimization and Control · Mathematics 2026-02-06 Marianna De Santis , Gabriele Eichfelder , Margherita Porcelli

In this paper, we study the problem of robust phase recovery. We investigate a novel approach based on extremely quantized (one-bit) phase-less measurements and a corresponding recovery scheme. The proposed approach has surprising…

Information Theory · Computer Science 2013-12-10 Youssef Mroueh , Lorenzo Rosasco

Phase retrieval is to recover the signals from phaseless measurements which is raised in many areas. A fundamental problem in phase retrieval is to determine the minimal measurement number $m$ so that one can recover $d$-dimensional signals…

Information Theory · Computer Science 2017-07-06 Zhiqiang Xu

This paper presents a fast model-agnostic method for recovering noisy Phasor Measurement Unit (PMU) datastreams with missing entries. The measurements are first transformed into a Page matrix, and the original signals are reconstructed…

Signal Processing · Electrical Eng. & Systems 2021-08-09 Shuchismita Biswas , Virgilio A. Centeno

Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms have been developed that achieve near-optimal complexities,…

Optimization and Control · Mathematics 2023-11-07 Florian Hübler , Junchi Yang , Xiang Li , Niao He

Iterative algorithms with feedback are amongst the most powerful and versatile optimization methods for phase retrieval. Among these, the hybrid input-output algorithm has demonstrated practical solutions to giga-element nonlinear phase…

Optics · Physics 2007-11-13 S. Marchesini

This note formulates a deterministic recovery result for vectors $x$ from quadratic measurements of the form $(Ax)_i \overline{(Ax)_j}$ for some left-invertible $A$. Recovery is exact, or stable in the noisy case, when the couples $(i,j)$…

Numerical Analysis · Mathematics 2018-01-16 Laurent Demanet , Vincent Jugnon

In this note we show that stable recovery of complex-valued signals $x\in\mathbb{C}^n$ up to global sign can be achieved from the magnitudes of $4n-1$ Fourier measurements when a certain "symmetrization and zero-padding" is performed before…

Information Theory · Computer Science 2013-10-23 Philipp Walk , Peter Jung

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

We consider the problem of exact recovery of any $m\times n$ matrix of rank $\varrho$ from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom $(m+n)\varrho…

Information Theory · Computer Science 2016-04-08 Abhisek Kundu

We study the sparse phase retrieval problem, recovering an $s$-sparse length-$n$ signal from $m$ magnitude-only measurements. Two-stage non-convex approaches have drawn much attention in recent studies for this problem. Despite…

Information Theory · Computer Science 2023-06-21 Jian-Feng Cai , Jingyang Li , Juntao You

This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…

Optimization and Control · Mathematics 2017-09-19 Nguyen Hieu Thao

Phase retrieval (PR) is an inverse problem about recovering a signal from phaseless linear measurements. This problem can be effectively solved by minimizing a nonconvex amplitude-based loss function. However, this loss function is…

Signal Processing · Electrical Eng. & Systems 2020-07-24 Q. Luo , H. Wang

We study the Low Rank Phase Retrieval (LRPR) problem defined as follows: recover an $n \times q$ matrix $X^*$ of rank $r$ from a different and independent set of $m$ phaseless (magnitude-only) linear projections of each of its columns. To…

Machine Learning · Computer Science 2020-11-30 Seyedehsara Nayer , Praneeth Narayanamurthy , Namrata Vaswani

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

In this work, we investigate an efficient numerical approach for solving higher order statistical methods for blind and semi-blind signal recovery from non-ideal channels. We develop numerical algorithms based on convex optimization…

Information Theory · Computer Science 2016-11-17 Huy-Dung Han , Zhi Ding , Muhammad Zia

This paper considers the question of recovering the phase of an object from intensity-only measurements, a problem which naturally appears in X-ray crystallography and related disciplines. We study a physically realistic setup where one can…

Information Theory · Computer Science 2013-11-08 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…

Information Theory · Computer Science 2011-09-21 Emmanuel J. Candes , Yonina Eldar , Thomas Strohmer , Vlad Voroninski

In this paper we tackle the problem of recovering the phase of complex linear measurements when only magnitude information is available and we control the input. We are motivated by the recent development of dedicated optics-based hardware…

Machine Learning · Computer Science 2020-02-17 Sidharth Gupta , Rémi Gribonval , Laurent Daudet , Ivan Dokmanić

State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…

Numerical Analysis · Mathematics 2020-11-25 Albert Cohen , Wolfgang Dahmen , Olga Mula , James Nichols