Campuses:

non-convex methods

Tuesday, August 15, 2017 - 10:00am - 10:30am
Irene Waldspurger (Université Paris-Dauphine)
Non-convex heuristics have been used to solve phase retrieval problems for decades, but only recently have convergence guarantees been obtained for some non-convex algorithms, mostly in the case where the sensing vectors are random. Algorithms for which such guarantees were established typically have a particular form: they consist in finding a good initial point, then doing a gradient descent over a well-chosen non-convex objective function, which does not encompass most algorithms actually used in applications.
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