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We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n)…

Numerical Analysis · Mathematics 2013-10-08 Laurent Demanet , Paul Hand

In this work we analyze the problem of phase retrieval from Fourier measurements with random diffraction patterns. To this end, we consider the recently introduced PhaseLift algorithm, which expresses the problem in the language of convex…

Information Theory · Computer Science 2017-01-10 David Gross , Felix Krahmer , Richard Kueng

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

This paper studies the data-driven reconstruction of firing rate dynamics of brain activity described by linear-threshold network models. Identifying the system parameters directly leads to a large number of variables and a highly…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Xuan Wang , Jorge Cortes

Non-convex sparse minimization (NSM), or $\ell_0$-constrained minimization of convex loss functions, is an important optimization problem that has many machine learning applications. NSM is generally NP-hard, and so to exactly solve NSM is…

Data Structures and Algorithms · Computer Science 2019-10-04 Shinsaku Sakaue , Naoki Marumo

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 present a reference-free computational wavefront sensor based on binary amplitude modulation and phase retrieval. The method employs Digital Micro-mirror Device as a programmable amplitude modulator and reconstructs the complex optical…

Optics · Physics 2026-02-12 Ondrej Denk , Jan Pilar , Martin Divoky , Miroslav Cech , Tomas Mocek

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

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 investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements…

Machine Learning · Statistics 2017-05-19 Huishuai Zhang , Yuejie Chi , Yingbin Liang

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

Numerical Analysis · Mathematics 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

Optimization and Control · Mathematics 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a…

Optimization and Control · Mathematics 2016-04-15 Philipp Moritz , Robert Nishihara , Michael I. Jordan

It was recently shown that the phase retrieval imaging of a sample can be modeled as a simple convolution process. Sometimes, such a convolution depends on physical parameters of the sample which are difficult to estimate a priori. In this…

Numerical Analysis · Mathematics 2017-02-20 Eduardo X. Miqueles , Nathaly L. Archilha , Marcelo R. Dos Anjos , Harry Westfahl , Elias S. Helou

In this paper, we propose a sparse least squares (SLS) optimization model for solving multilinear equations, in which the sparsity constraint on the solutions can effectively reduce storage and computation costs. By employing variational…

Optimization and Control · Mathematics 2023-10-10 Xin Li , Ziyan Luo , Yang Chen

Integer Linear Programs (ILPs) are powerful tools for modeling and solving a large number of combinatorial optimization problems. Recently, it has been shown that Large Neighborhood Search (LNS), as a heuristic algorithm, can find high…

Artificial Intelligence · Computer Science 2024-01-17 Taoan Huang , Aaron Ferber , Yuandong Tian , Bistra Dilkina , Benoit Steiner

Path-length diversity methods may be used for adaptive optics (AO) systems to retrieve phase and amplitude information by measuring intensity across multiple planes. Observations that rely on free-space propagation, such as the nonlinear…

Wavefront estimation is an essential component of adaptive optics where the goal is to recover the underlying phase from its Fourier magnitude. While this may sound identical to classical phase retrieval, wavefront estimation faces more…

Signal Processing · Electrical Eng. & Systems 2025-04-15 Nicholas Chimitt , Ali Almuallem , Qi Guo , Stanley H. Chan

Estimating the parameters of nonlinear block-oriented state-space models from input-output data typically involves solving a highly non-convex optimization problem, which is prone to poor local minima and slow convergence. This paper…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Merijn Floren , Jean-Philippe Noël , Jan Swevers