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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…
We provide faster randomized algorithms for computing an $\epsilon$-optimal policy in a discounted Markov decision process with $A_{\text{tot}}$-state-action pairs, bounded rewards, and discount factor $\gamma$. We provide an…
In this paper, we tackle the resolution of chance-constrained problems reformulated via Sample Average Approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer program cursed with…
We deduce a procedure to apply balanced truncation to parameter-dependent differential-algebraic systems. For that we solve multiple projected Lyapunov equations for different parameter values to compute the Gramians that are required for…
Phase retrieval (PR) is an ill-conditioned inverse problem which can be found in various science and engineering applications. Assuming sparse priority over the signal of interest, recent algorithms have been developed to solve the phase…
As an effective emulator of ill-conditioned power flow, continuous Newton methods (CNMs) have been extensively investigated using explicit and implicit numerical integration algorithms. Explicit CNMs are prone to non-convergence issues due…
We consider the problem of reconstructing an $n$-dimensional $k$-sparse signal from a set of noiseless magnitude-only measurements. Formulating the problem as an unregularized empirical risk minimization task, we study the sample complexity…
Quantum computing offers a promising avenue for advancing computational methods in science and engineering. In this work, we introduce the quantum asymptotic numerical method (qANM), a framework for solving nonlinear problems using quantum…
Phase retrieval(PR) problem is a kind of ill-condition inverse problem which can be found in various of applications. Utilizing the sparse priority, an algorithm called SWF(Sparse Wirtinger Flow) is proposed in this paper to deal with…
In this paper, Thermofield Dynamics (TFD) is applied to map a quantum optics nonlinear master equation into a Schrodinger-like equation for any arbitrary initial condition. This formalism provides a more efficient way for solving open…
In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…
If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…
Motivated by the training of Generative Adversarial Networks (GANs), we study methods for solving minimax problems with additional nonsmooth regularizers. We do so by employing \emph{monotone operator} theory, in particular the…
The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…
Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…
In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…
The theoretical basis for conventional acquisition of bandlimited signals typically relies on uniform time sampling and assumes infinite-precision amplitude values. In this paper, we explore signal representation and recovery based on…
Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF…
We consider a time fractional differential equation of order $\alpha$, $0<\alpha<1$, $$ \frac{\partial c(x,t)}{\partial t}={}^C_0\mathcal{D}_t^{\alpha}[(Ac)(x,t)]+q(x,t) ,\quad x > 0, t > 0, \quad c(x,0)=f(x). $$ where…
We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…