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We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…
The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…
One of the most prominent challenges in the field of diffractive imaging is the phase retrieval (PR) problem: In order to reconstruct an object from its diffraction pattern, the inverse Fourier transform must be computed. This is only…
Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…
In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
Since the alternating current optimal power flow (ACOPF) problem was introduced in 1962, developing efficient solution algorithms for the problem has been an active field of research. In recent years, there has been increasing interest in…
We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…
In diffraction imaging, one is tasked with reconstructing a signal from its power spectrum. To resolve the ambiguity in this inverse problem, one might invoke prior knowledge about the signal, but phase retrieval algorithms in this vein…
In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…
We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a…
The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can…
We present novel analysis and algorithms for solving sparse phase retrieval and sparse principal component analysis (PCA) with convex lifted matrix formulations. The key innovation is a new mixed atomic matrix norm that, when used as…
Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation…
We estimate $n$ phases (angles) from noisy pairwise relative phase measurements. The task is modeled as a nonconvex least-squares optimization problem. It was recently shown that this problem can be solved in polynomial time via convex…
Developing large-scale distributed methods that are robust to the presence of adversarial or corrupted workers is an important part of making such methods practical for real-world problems. In this paper, we propose an iterative approach…
Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…
The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex…
This paper proposes a new framework for the optimization of excitation inputs for system identification. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal…
This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…
We present a novel diffractive imaging method that harnesses a low-resolution real-space image to guide the phase retrieval. A computational algorithm is developed to utilize such prior knowledge as a real-space constraint in the iterative…