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Related papers: Phase Retrieval using Alternating Minimization

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This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

Optimization and Control · Mathematics 2024-02-12 Zhong Zheng , Shiqian Ma , Lingzhou Xue

We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Sidharth Gupta , Ivan Dokmanić

The problem of recovering a vector from the absolute values of its inner products against a family of measurement vectors has been well studied in mathematics and engineering. A generalization of this phase retrieval problem also exists in…

Functional Analysis · Mathematics 2013-07-19 Jameson Cahill , Peter G. Casazza , Jesse Peterson , Lindsey Woodland

A linear and thus convex phase retrieval algorithm for the application in phaseless near-field far-field transformations is presented. The formulation exploits locally known phase relations among sets of measurement samples, which can in…

Signal Processing · Electrical Eng. & Systems 2022-06-24 Alexander Paulus , Jonas Kornprobst , Josef Knapp , Thomas F. Eibert

We consider the estimation of the state transition matrix in vector autoregressive models, when time sequence data is limited but nonsequence steady-state data is abundant. To leverage both sources of data, we formulate the least squares…

Optimization and Control · Mathematics 2018-09-21 Fu Lin , Jie Chen

Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…

Machine Learning · Statistics 2024-10-15 Alex Buna , Patrick Rebeschini

In recent years, the mathematical and algorithmic aspects of the phase retrieval problem have received considerable attention. Many papers in this area mention crystallography as a principal application. In crystallography, the signal to be…

Information Theory · Computer Science 2018-06-15 Veit Elser , Ti-Yen Lan , Tamir Bendory

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

Optimization and Control · Mathematics 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

Optimization and Control · Mathematics 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Optimization and Control · Mathematics 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

We study convex relaxation algorithms for phase retrieval on imaging problems. We show that structural assumptions on the signal and the observations, such as sparsity, smoothness or positivity, can be exploited to both speed-up convergence…

Optimization and Control · Mathematics 2014-04-09 Fajwel Fogel , Irène Waldspurger , Alexandre d'Aspremont

In this paper, we consider the problem of low-rank phase retrieval whose objective is to estimate a complex low-rank matrix from magnitude-only measurements. We propose a hierarchical prior model for low-rank phase retrieval, in which a…

Machine Learning · Statistics 2018-11-06 Kaihui Liu , Jiayi Wang , Zhengli Xing , Linxiao Yang , Jun Fang

Phase retrieval with pre-defined optical masks can provide extra constraint and thus achieve improved performance. The recent progress in optimization theory demonstrates the superiority of random masks in phase retrieval algorithms.…

Image and Video Processing · Electrical Eng. & Systems 2022-07-27 Qiuliang Ye , Yuk-Hee Chan , Michael G. Somekh , Daniel P. K. Lun

Variational phase-field models of brittle fracture pose a local constrained minimization problem of a non-convex energy functional. In the discrete setting, the problem is most often solved by alternate minimization, exploiting the separate…

Computational Engineering, Finance, and Science · Computer Science 2025-12-01 Jonas Heinzmann , Francesco Vicentini , Pietro Carrara , Laura De Lorenzis

Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…

Optimization and Control · Mathematics 2025-09-29 Lang Yu , Nanjing Huang

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on…

Image and Video Processing · Electrical Eng. & Systems 2021-03-03 Saugat Kandel , S. Maddali , Youssef S G Nashed , Stephan O Hruszkewycz , Chris Jacobsen , Marc Allain

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk