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arXiv · 2002.01066

On the Sample Complexity and Optimization Landscape for Quadratic Feasibility Problems

Parth Thaker·Gautam Dasarathy·Angelia Nedić
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Abstract

We consider the problem of recovering a complex vector $\mathbf{x}\in \mathbb{C}^n$ from $m$ quadratic measurements $\{\langle A_i\mathbf{x}, \mathbf{x}\rangle\}_{i=1}^m$. This problem, known as quadratic feasibility, encompasses the well known phase retrieval problem and has applications in a wide range of important areas including power system state estimation and x-ray crystallography. In general, not only is the the quadratic feasibility problem NP-hard to solve, but it may in fact be unidentifiable. In this paper, we establish conditions under which this problem becomes {identifiable}, and further prove isometry properties in the case when the matrices $\{A_i\}_{i=1}^m$ are Hermitian matrices sampled from a complex Gaussian distribution. Moreover, we explore a nonconvex {optimization} formulation of this problem, and establish salient features of the associated optimization landscape that enables gradient algorithms with an arbitrary initialization to converge to a \emph{globally optimal} point with a high probability. Our results also reveal sample complexity requirements for successfully identifying a feasible solution in these contexts.

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Parth Thaker, Gautam Dasarathy, Angelia Nedić. 2020-02-04. On the Sample Complexity and Optimization Landscape for Quadratic Feasibility Problems. https://doi.org/10.1109/isit44484.2020.9174368

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