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Recently there has been significant theoretical progress on understanding the convergence and generalization of gradient-based methods on nonconvex losses with overparameterized models. Nevertheless, many aspects of optimization and…
We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems (including sparse recovery, low-rank matrix sensing, covariance estimation, and abstract phase retrieval), where convex optimization problems are…
We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…
Frame design for phaseless reconstruction is now part of the broader problem of nonlinear reconstruction and is an emerging topic in harmonic analysis. The problem of phaseless reconstruction can be simply stated as follows. Given the…
We consider a variant of the phase retrieval problem, where vectors are replaced by unitary matrices, i.e., the unknown signal is a unitary matrix U, and the measurements consist of squared inner products |Tr(C*U)|^2 with unitary matrices C…
PhaseLift is a noted convex optimization technique for phase retrieval that can recover a signal exactly from amplitude measurements only, with high probability. Conventional PhaseLift requires a relatively large number of samples that…
The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
Recovering an unknown but structured signal from its measurements is a challenging problem with significant applications in fields such as imaging restoration, wireless communications, and signal processing. In this paper, we consider the…
We address the problem of signal reconstruction from intensity measurements with respect to a measurement frame. This non-convex inverse problem is known as phase retrieval. The case considered in this paper concerns phaseless measurements…
Convex optimization problems with staged structure appear in several contexts, including optimal control, verification of deep neural networks, and isotonic regression. Off-the-shelf solvers can solve these problems but may scale poorly. We…
We present a refinement of the Spectral Method by incorporating an optimization method into it and generalize it to two space dimensions. We then apply this Refined Spectral Method as an extremely accurate technique for finding the bound…
We propose a convex and fast signal reconstruction method for block sparsity under arbitrary linear transform with unknown block structure. The proposed method is a generalization of the similar existing method and can reconstruct signals…
We consider simultaneously identifying the membership and locations of point sources that are convolved with different band-limited point spread functions, from the observation of their superpositions. This problem arises in…
Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…
This paper proposes an intrinsic pseudospectral convexification framework for optimal control problems with manifold constraints. While successive pseudospectral convexification combines spectral collocation with successive convexification,…
This paper proposes a precise signal recovery method with multilayered non-convex regularization, enhancing sparsity/low-rankness for high-dimensional signals including images and videos. In optimization-based signal recovery, multilayered…
We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that…
It was recently shown [7, 9] that "properly built" linear and polyhedral estimates nearly attain minimax accuracy bounds in the problem of recovery of unknown signal from noisy observations of linear images of the signal when the signal set…
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…