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arXiv 2410.04034math.NAcs.NA
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GraHTP:一种用于稀疏相位检索的可证类牛顿算法

GraHTP: A Provable Newton-like Algorithm for Sparse Phase Retrieval

Wuhan University(武汉大学);Shenzhen University(深圳大学)

Licheng Dai, Xiliang Lu, Juntao You

AI总结:

该研究针对复感知向量的稀疏相位检索问题,提出理论可证、效率高的非凸算法GraHTP,其有限次迭代后达二次收敛且每次迭代计算复杂度低,数值实验显示其性能优于现有最优算法。

摘要:

本文研究稀疏相位检索问题,该问题旨在从二次测量系统中恢复稀疏信号。在这项工作中,我们提出一种名为梯度硬阈值追踪(Gradient Hard Thresholding Pursuit,GraHTP)的新型非凸算法,用于处理具有复感知向量的稀疏相位检索问题。GraHTP具有理论可证性且效率极高,在有限次迭代后可达到二次收敛速率,同时每次迭代的计算复杂度较低。数值实验进一步证明,与现有最优算法相比,GraHTP的性能更优。

英文摘要:

This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit (GraHTP), for sparse phase retrieval with complex sensing vectors. GraHTP is theoretically provable and exhibits high efficiency, achieving a quadratic convergence rate after a finite number of iterations, while maintaining low computational complexity per iteration. Numerical experiments further demonstrate GraHTP's superior performance compared to state-of-the-art algorithms.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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