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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…

信息论 · 计算机科学 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

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,…

最优化与控制 · 数学 2017-08-30 Jian-Feng Cai , Haixia Liu , Yang Wang

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…

图像与视频处理 · 电气工程与系统科学 2022-05-06 Simon Welker , Tal Peer , Henry N. Chapman , Timo Gerkmann

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…

最优化与控制 · 数学 2022-05-03 Jianwei Niu , Hok Shing Wong , Tieyong Zeng

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…

最优化与控制 · 数学 2018-12-17 Yang Yang , Marius Pesavento

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…

最优化与控制 · 数学 2018-03-14 Mowen Lu , Harsha Nagarajan , Russell Bent , Sandra D. Eksioglu , Scott J. Mason

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…

最优化与控制 · 数学 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

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…

泛函分析 · 数学 2013-06-26 Afonso S. Bandeira , Yutong Chen , Dustin G. Mixon

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…

多智能体系统 · 计算机科学 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

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…

信息论 · 计算机科学 2021-08-23 Hao Wang , Fan Zhang , Yuanming Shi , Yaohua Hu

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…

信息论 · 计算机科学 2020-06-05 Eitan Levin , Tamir Bendory

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…

统计理论 · 数学 2024-04-22 Andrew D. McRae , Justin Romberg , Mark A. Davenport

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…

机器学习 · 统计学 2016-10-31 Mohammad Gheshlaghi Azar , Eva Dyer , Konrad Kording

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…

最优化与控制 · 数学 2018-04-10 Nicolas Boumal

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…

最优化与控制 · 数学 2024-03-14 Longxiu Huang , Xia Li , Deanna Needell

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…

数值分析 · 数学 2020-12-29 Peng Li , Wengu Chen , Qiyu Sun

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…

最优化与控制 · 数学 2012-12-12 Caroline Chaux , Jean-Christophe Pesquet , Nelly Pustelnik

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…

最优化与控制 · 数学 2016-11-17 Ian R. Manchester

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…

最优化与控制 · 数学 2020-01-22 Mohammad S. Alkousa

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…

光学 · 物理学 2020-10-27 Po-Nan Li , Soichi Wakatsuki , Piero A. Pianetta , Yijin Liu