Wirtinger Flow (WF)We are interested in solving quadratic equations of the form where is the decision variable, are known sampling vectors, and are observed measurements. We introduce an approach to phase retrieval based on non-convex optimization as well as a solution algorithm, which has two components: (1) a careful initialization obtained by means of a spectral method We refer to the combination of these two steps, introduced in reverse order below, as the Wirtinger flow (WF) algorithm. Minimization of a non-convex objectiveA solution to the generalized phase retrieval problem is any solution to Our approach to solve the above optimization problem is simply stated: start with an initialization , and for , inductively define Initialization via a spectral methodWe propose computing the initial guess via a spectral method, detailed in the algorithm below. |