A New Inexact Proximal Linear Algorithm with Adaptive Stopping Criteria for Robust Phase Retrieval

Fuente: arXiv
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Main Authors: Zheng, Zhong, Ma, Shiqian, Xue, Lingzhou
Format: Preprint
Published: 2023
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author Zheng, Zhong
Ma, Shiqian
Xue, Lingzhou
author_facet Zheng, Zhong
Ma, Shiqian
Xue, Lingzhou
contents This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions are two adaptive stopping criteria for the subproblem. The convergence behavior of the proposed methods is analyzed. Through experiments on both synthetic and real datasets, we demonstrate that our methods are much more efficient than existing methods, such as the original proximal linear algorithm and the subgradient method.
format Preprint
id arxiv_https___arxiv_org_abs_2304_12522
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A New Inexact Proximal Linear Algorithm with Adaptive Stopping Criteria for Robust Phase Retrieval
Zheng, Zhong
Ma, Shiqian
Xue, Lingzhou
Optimization and Control
Machine Learning
Signal Processing
Computation
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions are two adaptive stopping criteria for the subproblem. The convergence behavior of the proposed methods is analyzed. Through experiments on both synthetic and real datasets, we demonstrate that our methods are much more efficient than existing methods, such as the original proximal linear algorithm and the subgradient method.
title A New Inexact Proximal Linear Algorithm with Adaptive Stopping Criteria for Robust Phase Retrieval
topic Optimization and Control
Machine Learning
Signal Processing
Computation
url https://arxiv.org/abs/2304.12522