Related papers: Coordinate Descent Algorithms for Phase Retrieval
In this paper we analyze the randomized block-coordinate descent (RBCD) methods proposed in [8,11] for minimizing the sum of a smooth convex function and a block-separable convex function. In particular, we extend Nesterov's technique…
We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size proportionally to the determinants of principal submatrices…
This monograph presents a class of algorithms called coordinate descent algorithms for mathematicians, statisticians, and engineers outside the field of optimization. This particular class of algorithms has recently gained popularity due to…
Phase-retrieval techniques aim to recover the original signal from just the modulus of its Fourier transform, which is usually much easier to measure than its phase, but the standard iterative techniques tend to fail if only part of the…
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…
We study algorithms for solving quadratic systems of equations based on optimization methods over polytopes. Our work is inspired by a recently proposed convex formulation of the phase retrieval problem, which estimates the unknown signal…
The problem of phase retrieval is revisited and studied from a fresh perspective. In particular, we establish a connection between the phase retrieval problem and the sensor network localization problem, which allows us to utilize the vast…
The recovery of unknown signals from quadratic measurements finds extensive applications in fields such as phase retrieval, power system state estimation, and unlabeled distance geometry. This paper investigates the finite sample properties…
Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…
In this paper we consider the problem of minimizing a convex function using a randomized block coordinate descent method. One of the key steps at each iteration of the algorithm is determining the update to a block of variables. Existing…
In this paper we consider the following real-valued and finite dimensional specific instance of the 1-D classical phase retrieval problem. Let ${\bf F}\in\mathbb{R}^N$ be an $N$-dimensional vector, whose discrete Fourier transform has a…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…
Coordinate update/descent algorithms are widely used in large-scale optimization due to their low per-iteration cost and scalability, but their behavior on infeasible or misspecified problems has not been much studied compared to the…
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…
A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of…
We consider the general problem of minimizing an objective function which is the sum of a convex function (not strictly convex) and absolute values of a subset of variables (or equivalently the l1-norm of the variables). This problem…
In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…
In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…
The synchronization problem over the special orthogonal group $SO(d)$ consists of estimating a set of unknown rotations $R_1,R_2,...,R_n$ from noisy measurements of a subset of their pairwise ratios $R_{i}^{-1}R_{j}$. The problem has found…