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arxiv: 1208.1803 · v4 · pith:AOO2RGA7new · submitted 2012-08-09 · 🧮 math.NA

Stable optimizationless recovery from phaseless linear measurements

classification 🧮 math.NA
keywords linearoptimizationlessphaseliftrecoveryconvergencemeasurementsmethodproblem
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We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n) random sensing vectors, with high probability. The recovery method is optimizationless in the sense that trace minimization in the PhaseLift procedure is unnecessary. That is, PhaseLift reduces to a feasibility problem. The optimizationless perspective allows for a Douglas-Rachford numerical algorithm that is unavailable for PhaseLift. This method exhibits linear convergence with a favorable convergence rate and without any parameter tuning.

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