On gradient descent algorithm for generalized phase retrieval problem
2016
In this paper, we study the generalized phase retrieval problem: to recover a signal x ∊ Cn from the measurements y r = |〈a r , x〉|2, r = 1, 2,…, m. The problem can be reformulated as a least-squares minimization problem. Although the cost function is nonconvex, the global convergence of gradient descent algorithm 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 apply several efficient line search methods. 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.
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