Optimization on Spheres: Models and Proximal Algorithms with Computational Performance Comparisons
From MaRDI portal
Publication:5025784
Abstract: We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The common geometry binding these problems permits a generic application of algorithmic ideas and abstract convergence results for nonconvex optimization. We organize variational models for this problem into three different classes and derive the main algorithmic approaches within these classes (13 in all). We identify the central ideas underlying these methods and provide thorough numerical benchmarks comparing their performance on synthetic and laboratory data. The software and data of our experiments are all publicly accessible. We also introduce one new algorithm, a cyclic relaxed Douglas-Rachford algorithm, which outperforms all other algorithms by every measure: speed, stability and accuracy. The analysis of this algorithm remains open.
Recommendations
- Optimization on the Euclidean unit sphere
- Concepts and techniques of optimization on the sphere
- scientific article; zbMATH DE number 7626752
- From the simplex to the sphere: faster constrained optimization using the Hadamard parametrization
- Approximation algorithms for nonnegative polynomial optimization problems over unit spheres
- A derivative-free algorithm for spherically constrained optimization
- Geodesic regression on spheres from a numerical optimization viewpoint
- The cubic spherical optimization problems
- Stochastic proximal gradient method FOR \(\ell_1\) regularized optimization over a sphere
Cites work
- scientific article; zbMATH DE number 3833218 (Why is no real title available?)
- scientific article; zbMATH DE number 3850830 (Why is no real title available?)
- scientific article; zbMATH DE number 3574917 (Why is no real title available?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A convergent relaxation of the Douglas-Rachford algorithm
- A cyclic Douglas-Rachford iteration scheme
- A flexible convex relaxation for phase retrieval
- A simple globally convergent algorithm for the nonsmooth nonconvex single source localization problem
- Algorithms and convergence results of projection methods for inconsistent feasibility problems: a review
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Finding Best Approximation Pairs Relative to a Convex and Prox-Regular Set in a Hilbert Space
- Finding best approximation pairs relative to two closed convex sets in Hilbert spaces
- First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
- Global convergence of splitting methods for nonconvex composite optimization
- Inertial proximal alternating linearized minimization (iPALM) for nonconvex and nonsmooth problems
- Iterative Minimization Schemes for Solving the Single Source Localization Problem
- Least Squares Algorithms for Time-of-Arrival-Based Mobile Location
- Linear and strong convergence of algorithms involving averaged nonexpansive operators
- Local differentiability of distance functions
- Local linear convergence for alternating and averaged nonconvex projections
- Local linear convergence of approximate projections onto regularized sets
- Nonconvex Lagrangian-based optimization: monitoring schemes and global convergence
- Nonconvex notions of regularity and convergence of fundamental algorithms for feasibility problems
- Nonsmooth optimization via quasi-Newton methods
- Numerical Optimization
- On Fienup Methods for Sparse Phase Retrieval
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- On the solution of the GPS localization and circle fitting problems
- Optical Wavefront Reconstruction: Theory and Numerical Methods
- Phase retrieval for Fresnel measurements using a shearlet sparsity constraint
- Phase retrieval via Wirtinger flow: theory and algorithms
- Phase retrieval via sensor network localization
- Projection methods: an annotated bibliography of books and reviews
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Proximal heterogeneous block implicit-explicit method and application to blind ptychographic diffraction imaging
- Proximité et dualité dans un espace hilbertien
- Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings
- Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
- Relaxed averaged alternating reflections for diffraction imaging
- Representations of quasi-Newton matrices and their use in limited memory methods
- Restricted normal cones and sparsity optimization with affine constraints
- The cyclic Douglas-Rachford method for inconsistent feasibility problems
- Variational Analysis
- Variational phase retrieval with globally convergent preconditioned proximal algorithm
- iPiano: inertial proximal algorithm for nonconvex optimization
Cited in
(10)- On the relationship between the Kurdyka-Łojasiewicz property and error bounds on Hadamard manifolds
- Convergence Analysis of the Relaxed Douglas--Rachford Algorithm
- Concepts and techniques of optimization on the sphere
- Non-dissipative and structure-preserving emulators via spherical optimization
- Convex combination of alternating projection and Douglas-Rachford operators for phase retrieval
- Projection methods for high numerical aperture phase retrieval
- The cubic spherical optimization problems
- From the simplex to the sphere: faster constrained optimization using the Hadamard parametrization
- \( \alpha \)-firmly nonexpansive operators on metric spaces
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints
Describes a project that uses
Uses Software
This page was built for publication: Optimization on Spheres: Models and Proximal Algorithms with Computational Performance Comparisons
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5025784)
