No Arabic abstract
In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a non-convex optimization problem. Such schemes are ill-suited to find the optimum solution for sparse data, since the recorded image does not correspond exactly to the original wave function. We construct a convex optimization problem using a relaxed support constraint and a maximum-likelihood treatment of the recorded data as a sample from the underlying wave function. We also stress the need to use relevant windowing techniques to account for the sampled pattern being finite. On simulated data, we demonstrate the benefits of our approach in terms of visual quality and an improvement in the crystallographic R-factor from .4 to .1 for highly noisy data.
Phase retrieval aims at reconstructing unknown signals from magnitude measurements of linear mixtures. In this paper, we consider the phase retrieval with dictionary learning problem, which includes an additional prior information that the measured signal admits a sparse representation over an unknown dictionary. The task is to jointly estimate the dictionary and the sparse representation from magnitude-only measurements. To this end, we study two complementary formulations and propose efficient parallel algorithms based on the successive convex approximation framework. The first algorithm is termed compact-SCAphase and is preferable in the case of less diverse mixture models. It employs a compact formulation that avoids the use of auxiliary variables. The proposed algorithm is highly scalable and has reduced parameter tuning cost. The second algorithm, referred to as SCAphase, uses auxiliary variables and is favorable in the case of highly diverse mixture models. It also renders simple incorporation of additional side constraints. The performance of both methods is evaluated when applied to blind sparse channel estimation from subband magnitude measurements in a multi-antenna random access network. Simulation results demonstrate the efficiency of the proposed techniques compared to state-of-the-art methods.
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed with theoretical convergence guarantees for non-convex unconstrained problems, it remains a challenge to design provably efficient algorithms for problems with non-convex functional constraints. This paper proposes a class of subgradient methods for constrained optimization where the objective function and the constraint functions are are weakly convex. Our methods solve a sequence of strongly convex subproblems, where a proximal term is added to both the objective function and each constraint function. Each subproblem can be solved by various algorithms for strongly convex optimization. Under a uniform Slaters condition, we establish the computation complexities of our methods for finding a nearly stationary point.
First-order methods (FOMs) have been widely used for solving large-scale problems. A majority of existing works focus on problems without constraint or with simple constraints. Several recent works have studied FOMs for problems with complicated functional constraints. In this paper, we design a novel augmented Lagrangian (AL) based FOM for solving problems with non-convex objective and convex constraint functions. The new method follows the framework of the proximal point (PP) method. On approximately solving PP subproblems, it mixes the usage of the inexact AL method (iALM) and the quadratic penalty method, while the latter is always fed with estimated multipliers by the iALM. We show a complexity result of $O(varepsilon^{-frac{5}{2}}|logvarepsilon|)$ for the proposed method to achieve an $varepsilon$-KKT point. This is the best known result. Theoretically, the hybrid method has lower iteration-complexity requirement than its counterpart that only uses iALM to solve PP subproblems, and numerically, it can perform significantly better than a pure-penalty-based method. Numerical experiments are conducted on nonconvex linearly constrained quadratic programs and nonconvex QCQP. The numerical results demonstrate the efficiency of the proposed methods over existing ones.
We realize mode-multiplexed full-field reconstruction over six spatial and polarization modes after 30-km multimode fiber transmission using intensity-only measurements without any optical carrier or local oscillator at the receiver or transmitter. The receivers capabilities to cope with modal dispersion and mode dependent loss are experimentally demonstrated.
In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose a novel distributed online gradient descent algorithm that relies on an online adaptation of the gradient tracking technique used in static optimization. We show that the dynamic regret bound of this algorithm has no explicit dependence on the time horizon and, therefore, can be tighter than existing bounds especially for problems with long horizons. Our bound depends on a new regularity measure that quantifies the total change in the gradients at the optimal points at each time instant. Furthermore, when the optimizer is approximatly subject to linear dynamics, we show that the dynamic regret bound can be further tightened by replacing the regularity measure that captures the path length of the optimizer with the accumulated prediction errors, which can be much lower in this special case. We present numerical experiments to corroborate our theoretical results.