Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8902304 | Journal of Computational and Applied Mathematics | 2018 | 33 Pages |
Abstract
In this paper, we study the generalized phase retrieval problem: to recover a signal xâCn from the measurements yr=|ãar,xã|2, r=1,2,â¦,m. The problem can be reformulated as a least-squares minimization problem. Although the cost function is nonconvex, the global convergence of gradient descent algorithms from a random initialization is studied, when m is large enough. We improve the known result of the local convergence from a spectral initialization. When the signal x is real-valued, we prove that the cost function is local convex near the solution {±x}. To accelerate the gradient descent, we review and apply several efficient line search methods with exact line search stepsize. We also perform a comparative numerical study of the line search methods and the alternative projection method. Numerical simulations demonstrate the superior ability of LBFGS algorithm than other algorithms.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ji Li, Tie Zhou, Chao Wang,