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This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…

Optimization and Control · Mathematics 2026-02-10 Zhong Zheng , Necdet Serhat Aybat , Shiqian Ma , Lingzhou Xue

In convex optimization, duality theory can sometimes lead to simpler solution methods than those resulting from direct primal analysis. In this paper, this principle is applied to a class of composite variational problems arising in…

Optimization and Control · Mathematics 2010-06-22 Patrick L. Combettes , Dinh Dung , Bang Cong Vu

We propose a new constrained optimization approach to hyperspectral (HS) image restoration. Most existing methods restore a desirable HS image by solving some optimization problem, which consists of a regularization term(s) and a…

Signal Processing · Electrical Eng. & Systems 2020-09-09 Saori Takeyama , Shunsuke Ono , Itsuo Kumazawa

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

We study iterative signal reconstruction in computed tomography (CT), wherein measurements are produced by a linear transformation of the unknown signal followed by an exponential nonlinear map. Approaches based on pre-processing the data…

Optimization and Control · Mathematics 2024-07-19 Vasileios Charisopoulos , Rebecca Willett

In this work we develop an algorithm for signal reconstruction from the magnitude of its Fourier transform in a situation where some (non-zero) parts of the sought signal are known. Although our method does not assume that the known part…

Optics · Physics 2012-03-06 Eliyahu Osherovich , Michael Zibulevsky , Irad Yavneh

Spectral methods provide an elegant and efficient way of numerically solving differential equations of all kinds. For smooth problems, truncation error for spectral methods vanishes exponentially in the infinity norm and $L_2$-norm.…

Numerical Analysis · Computer Science 2019-10-09 Joanna Piotrowska , Jonah M. Miller , Erik Schnetter

We improve a phase retrieval approach that uses correlation-based measurements with compactly supported measurement masks [27]. The improved algorithm admits deterministic measurement constructions together with a robust, fast recovery…

Numerical Analysis · Mathematics 2016-12-07 Mark A. Iwen , Brian Preskitt , Rayan Saab , Aditya Viswanathan

We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

In this paper, we propose a new non-convex algorithm for solving the phase retrieval problem, i.e., the reconstruction of a signal $ \vx\in\H^n $ ($\H=\R$ or $\C$) from phaseless samples $ b_j=\abs{\langle \va_j, \vx\rangle } $, $…

Numerical Analysis · Mathematics 2020-10-15 Bing Gao , Xinwei Sun , Yang Wang , Zhiqiang Xu

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

Phase retrieval is in general a non-convex and non-linear task and the corresponding algorithms struggle with the issue of local minima. We consider the case where the measurement samples within typically very small and disconnected subsets…

Signal Processing · Electrical Eng. & Systems 2022-06-28 Jonas Kornprobst , Alexander Paulus , Josef Knapp , Thomas F. Eibert

This paper presents a new approach to the recovery of a spectrally sparse signal (SSS) from partially observed entries, focusing on challenges posed by large-scale data and heavy noise environments. The SSS reconstruction can be formulated…

Signal Processing · Electrical Eng. & Systems 2024-05-14 Xi Yao , Wei Dai

This paper addresses the design of input signals for the purpose of discriminating among a finite set of models dynamic systems within a given finite time interval. A motivating application is fault detection and isolation. We propose…

Systems and Control · Computer Science 2013-10-29 Seunggyun Cheong , Ian R. Manchester

Phase retrieval, a long-established challenge for recovering a complex-valued signal from its Fourier intensity measurements, has attracted significant interest because of its far-flung applications in optical imaging. To enhance accuracy,…

Signal Processing · Electrical Eng. & Systems 2023-05-16 Qiuliang Ye , Bingo Wing-Kuen Ling , Li-Wen Wang , Daniel Pak-Kong Lun

Compressive spectral imaging (CSI) has emerged as an alternative spectral image acquisition technology, which reduces the number of measurements at the cost of requiring a recovery process. In general, the reconstruction methods are based…

Image and Video Processing · Electrical Eng. & Systems 2021-05-19 Jorge Bacca , Yesid Fonseca , Henry Arguello

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

We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…

Optimization and Control · Mathematics 2024-12-24 Xin Li , Dongya Wu

The problem of recovering a signal from the magnitude of its short-time Fourier transform (STFT) is a longstanding one in audio signal processing. Existing approaches rely on heuristics that often perform poorly because of the nonconvexity…

Applications · Statistics 2012-09-11 Dennis L. Sun , Julius O. Smith

We study the problem of reconstructing a signal from its projection on a subspace. The proposed signal reconstruction algorithms utilize a guiding subspace that represents desired properties of reconstructed signals. We show that optimal…

Information Theory · Computer Science 2016-06-13 Akshay Gadde , Andrew Knyazev , Dong Tian , Hassan Mansour