We study algorithms for solving quadratic systems of equations based on optimization methods over polytopes. Our work is inspired by a recently proposed convex formulation of the phase retrieval problem, which estimates the unknown signal by solving a simple linear program over a polytope constructed from the measurements. We present a sharp characterization of the high-dimensional geometry of the aforementioned polytope under Gaussian measurements. This characterization allows us to derive asymptotically exact performance guarantees for PhaseMax, which also reveal a phase transition phenomenon with respect to its sample complexity. Moreover, the geometric insights gained from our analysis lead to a new nonconvex formulation of the phase retrieval problem and an accompanying iterative algorithm, which we call PhaseLamp. We show that this new algorithm has superior recovery performance over the original PhaseMax method. Finally, as yet another variation on the theme of performing phase retrieval via polytope optimization, we propose a weighted version of PhaseLamp and demonstrate, through numerical simulations, that it outperforms several state-of-the-art algorithms under both generic Gaussian measurements as well as more realistic Fourier-type measurements that arise in phase retrieval applications.
This paper is a significantly extended version of our earlier conference paper @cite_19 , which announced our results with proof sketches. A limitation of our work is that we only consider the real-valued version of the phase retrieval problem. Very recently, our analysis techniques have been extended by the authors of @cite_31 to the complex-valued case. As another limitation, we assume that we have access to noiseless measurements as in abs . However, we believe that our technical approaches based on CGMT can be generalized to study the case of noisy measurements as well as robust versions of PhaseMax (see, , @cite_22 ).
@cite_19 @cite_31 @cite_22
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We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods that use semidefinite relaxation and lift the phase retrieval problem to a higher dimension, PhaseMax is a "non-lifting" relaxation that operates in the original signal dimension. We show that the dual problem to PhaseMax is Basis Pursuit, which implies that phase retrieval can be performed using algorithms initially designed for sparse signal recovery. We develop sharp lower bounds on the success probability of PhaseMax for a broad range of random measurement ensembles, and we analyze the impact of measurement noise on the solution accuracy. We use numerical results to demonstrate the accuracy of our recovery guarantees, and we showcase the efficacy and limits of PhaseMax in practice. Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this problem, known as PhaseMax. Standard convex-relaxation-based methods in phase retrieval resort to the idea of “lifting” which makes them computationally inefficient, since the number of unknowns is effectively squared. In contrast, PhaseMax is a novel convex relaxation that does not increase the number of unknowns. Instead it relies on an initial estimate of the true signal which must be externally provided. In this paper, we investigate the required number of measurements for exact recovery of the signal in the large system limit and when the linear measurement matrix is random with iid standard normal entries. If @math denotes the dimension of the unknown complex signal and @math the number of phaseless measurements, then in the large system limit, @math measurements is necessary and sufficient to recover the signal with high probability, where @math is the angle between the initial estimate and the true signal. Our result indicates a sharp phase transition in the asymptotic regime which matches the empirical result in numerical simulations. Abstract Recent advances in convex optimization have led to new strides in the phase retrieval problem over finite-dimensional vector spaces. However, certain fundamental questions remain: What sorts of measurement vectors uniquely determine every signal up to a global phase factor, and how many are needed to do so? Furthermore, which measurement ensembles yield stability? This paper presents several results that address each of these questions. We begin by characterizing injectivity, and we identify that the complement property is indeed a necessary condition in the complex case. We then pose a conjecture that 4 M − 4 generic measurement vectors are both necessary and sufficient for injectivity in M dimensions, and we prove this conjecture in the special cases where M = 2 , 3 . Next, we shift our attention to stability, both in the worst and average cases. Here, we characterize worst-case stability in the real case by introducing a numerical version of the complement property. This new property bears some resemblance to the restricted isometry property of compressed sensing and can be used to derive a sharp lower Lipschitz bound on the intensity measurement mapping. Localized frames are shown to lack this property (suggesting instability), whereas Gaussian random measurements are shown to satisfy this property with high probability. We conclude by presenting results that use a stochastic noise model in both the real and complex cases, and we leverage Cramer–Rao lower bounds to identify stability with stronger versions of the injectivity characterizations. The paper considers the phase retrieval problem in N-dimensional complex vector spaces. It provides two sets of deterministic measurement vectors which guarantee signal recovery for all signals, excluding only a specific subspace and a union of subspaces, respectively. A stable analytic reconstruction procedure of low complexity is given. Additionally it is proven that signal recovery from these measurements can be solved exactly via a semidefinite program. A practical implementation with 4 deterministic diffraction patterns is provided and some numerical experiments with noisy measurements complement the analytic approach.