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Phase retrieval refers to a classical nonconvex problem of recovering a signal from its Fourier magnitude measurements. Inspired by the compressed sensing technique, signal sparsity is exploited in recent studies of phase retrieval to…

Computational Physics · Physics 2013-02-04 Zai Yang , Cishen Zhang , Lihua Xie

A bi-level optimization framework (BiOPT) was proposed in [3] for convex composite optimization, which is a generalization of bi-level unconstrained minimization framework (BLUM) given in [20]. In this continuation paper, we introduce a…

Optimization and Control · Mathematics 2021-09-28 Masoud Ahookhosh , Yurii Nesterov

Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Andreas Themelis

The proximal point algorithm, which is a well-known tool for finding minima of convex functions, is generalized from the classical Hilbert space framework into a nonlinear setting, namely, geodesic metric spaces of nonpositive curvature. We…

Optimization and Control · Mathematics 2012-07-02 Miroslav Bacak

We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…

Optimization and Control · Mathematics 2024-06-21 Hesameddin Mohammadi , Meisam Razaviyayn , Mihailo R. Jovanović

Direct ptychography enables the retrieval of information encoded in the phase of an electron wave passing through a thin sample by deconvolving the interference effects of a converged probe with known aberrations. Under the weak phase…

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…

Optimization and Control · Mathematics 2026-04-14 Shodai Hamana , Yasushi Narushima

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

Optimization and Control · Mathematics 2025-01-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

We develop model-based methods for solving stochastic convex optimization problems, introducing the approximate-proximal point, or aProx, family, which includes stochastic subgradient, proximal point, and bundle methods. When the modeling…

Optimization and Control · Mathematics 2019-09-20 Hilal Asi , John C. Duchi

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

Recently Fourier Ptychography (FP) has attracted great attention, due to its marked effectiveness in leveraging snapshot numbers for spatial resolution in large field-of-view imaging. To acquire high signal-to-noise-ratio (SNR) images under…

Optics · Physics 2015-02-19 Liheng Bian , Jinli Suo , Guoan Zheng , KaiKai Guo , Feng Chen , Qionghai Dai

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a…

Numerical Analysis · Mathematics 2017-04-11 Silvia Bonettini , Ignace Loris , Federica Porta , Marco Prato , Simone Rebegoldi

Fourier ptychography is a recently explored imaging method for overcoming the diffraction limit of conventional cameras with applications in microscopy and yielding high-resolution images. In order to splice together low-resolution images…

Image and Video Processing · Electrical Eng. & Systems 2020-03-18 Yican Chen , Zhi Luo , Xia Wu , Huidong Yang , Bo Huang

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

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 explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…

Optimization and Control · Mathematics 2024-02-13 Yura Malitsky , Konstantin Mishchenko

We survey incremental methods for minimizing a sum $\sum_{i=1}^mf_i(x)$ consisting of a large number of convex component functions $f_i$. Our methods consist of iterations applied to single components, and have proved very effective in…

Systems and Control · Computer Science 2017-12-21 Dimitri P. Bertsekas

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

The problem of phase retrieval has many applications in the field of optical imaging. Motivated by imaging experiments with biological specimens, we primarily consider the setting of low-dose illumination where Poisson noise plays the…

Numerical Analysis · Mathematics 2024-03-28 Benedikt Diederichs , Frank Filbir , Patricia Römer
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