非凸相位同步

Nonconvex Phase Synchronization

SIAM Journal on Optimization · 2016
被引 160 · 同刊同年前 7%
ABS 3

中文导读

从含噪成对相对相位测量中估计多个相位,提出一种改进的幂法可收敛到全局最优,比凸松弛方法更简单且更快。

Abstract

We estimate $n$ phases (angles) from noisy pairwise relative phase measurements. The task is modeled as a nonconvex least-squares optimization problem. It was recently shown that this problem can be solved in polynomial time via convex relaxation, under some conditions on the noise. In this paper, under similar but more restrictive conditions, we show that a modified version of the power method converges to the global optimum. This is simpler and (empirically) faster than convex approaches. Empirically, they both succeed in the same regime. Further analysis shows that, in the same noise regime as previously studied, second-order necessary optimality conditions for this quadratically constrained quadratic program are also sufficient, despite nonconvexity.

数学优化信号处理算法