SOLVING SYSTEMS OF PHASELESS EQUATIONS VIA RIEMANNIAN OPTIMIZATION WITH OPTIMAL SAMPLING COMPLEXITY
作者机构:Department of MathematicsHong Kong University of Science and TechnologyClear Water BayKowloonHong Kong SARChina School of Data ScienceFudan UniversityShanghaiChina
出 版 物:《Journal of Computational Mathematics》 (计算数学(英文))
年 卷 期:2024年第42卷第3期
页 面:755-783页
核心收录:
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题:Phaseless equations Riemannian gradient descent Manifold of rank-1 and positive semidefinite matrices Optimal sampling complexity
摘 要:A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations|Ax|^(2)=*** algorithms are developed by exploiting the inherent low rank structure of the problem based on the embedded manifold of rank-1 positive semidefinite *** recovery guarantee has been established for the truncated variant,showing that the algorithm is able to achieve successful recovery when the number of equations is proportional to the number of *** key ingredients in the analysis are the restricted well conditioned property and the restricted weak correlation property of the associated truncated linear *** evaluations show that our algorithms are competitive with other state-of-the-art first order nonconvex approaches with provable guarantees.