Scalable incremental nonconvex optimization approach for phase retrieval
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Abstract: We aim to find a solution to a system of quadratic equations of the form , , e.g., the well-known NP-hard phase retrieval problem. As opposed to recently proposed state-of-the-art nonconvex methods, we revert to the semidefinite relaxation (SDR) PhaseLift convex formulation and propose a successive and incremental nonconvex optimization algorithm, termed as exttt{IncrePR}, to indirectly minimize the resulting convex problem on the cone of positive semidefinite matrices. Our proposed method overcomes the excessive computational cost of typical SDP solvers as well as the need of a good initialization for typical nonconvex methods. For Gaussian measurements, which is usually needed for provable convergence of nonconvex methods, exttt{IncrePR} with restart strategy outperforms state-of-the-art nonconvex solvers with a sharper phase transition of perfect recovery and typical convex solvers in terms of computational cost and storage. For more challenging structured (non-Gaussian) measurements often occurred in real applications, such as transmission matrix and oversampling Fourier transform, exttt{IncrePR} with several restarts can be used to find a good initial guess. With further refinement by local nonconvex solvers, one can achieve a better solution than that obtained by applying nonconvex solvers directly when the number of measurements is relatively small. Extensive numerical tests are performed to demonstrate the effectiveness of the proposed method.
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Cited in
(4)- Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
- A nonconvex approach for phase retrieval: reshaped Wirtinger flow and incremental algorithms
- Phase Retrieval Algorithm via Nonconvex Minimization Using a Smoothing Function
- Convolutional Phase Retrieval via Gradient Descent
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