Solving Complex Quadratic Systems with Full-Rank Random Matrices

We tackle the problem of recovering a complex signal $\boldsymbol x\in\mathbb{C}^n$ from quadratic measurements of the form $y_i=\boldsymbol x^*\boldsymbol A_i\boldsymbol x$, where $\boldsymbol A_i$ is a full-rank, complex random measurement matrix whose entries are generated from a rotation-invariant sub-Gaussian distribution. We formulate it as the minimization of a nonconvex loss. This problem is related to the well understood phase retrieval problem where the measurement matrix is a rank-1 positive semidefinite matrix. Here we study the general full-rank case which models a number of key applications such as molecular geometry recovery from distance distributions and compound measurements in phaseless diffractive imaging. Most prior works either address the rank-1 case or focus on real measurements. The several papers that address the full-rank complex case adopt the computationally-demanding semidefinite relaxation approach. In this paper we prove that the general class of problems with rotation-invariant sub-Gaussian measurement models can be efficiently solved with high probability via the standard framework comprising a spectral initialization followed by iterative Wirtinger flow updates on a nonconvex loss. Numerical experiments on simulated data corroborate our theoretical analysis.Comment: This updated version of the manuscript addresses several important issues in the initial arXiv submissio

How to Understand LMMSE Transceiver Design for MIMO Systems From Quadratic Matrix Programming

In this paper, a unified linear minimum mean-square-error (LMMSE) transceiver design framework is investigated, which is suitable for a wide range of wireless systems. The unified design is based on an elegant and powerful mathematical programming technology termed as quadratic matrix programming (QMP). Based on QMP it can be observed that for different wireless systems, there are certain common characteristics which can be exploited to design LMMSE transceivers e.g., the quadratic forms. It is also discovered that evolving from a point-to-point MIMO system to various advanced wireless systems such as multi-cell coordinated systems, multi-user MIMO systems, MIMO cognitive radio systems, amplify-and-forward MIMO relaying systems and so on, the quadratic nature is always kept and the LMMSE transceiver designs can always be carried out via iteratively solving a number of QMP problems. A comprehensive framework on how to solve QMP problems is also given. The work presented in this paper is likely to be the first shoot for the transceiver design for the future ever-changing wireless systems.Comment: 31 pages, 4 figures, Accepted by IET Communication

Multiparameter spectral analysis for aeroelastic instability problems

This paper presents a novel application of multiparameter spectral theory to the study of structural stability, with particular emphasis on aeroelastic flutter. Methods of multiparameter analysis allow the development of new solution algorithms for aeroelastic flutter problems; most significantly, a direct solver for polynomial problems of arbitrary order and size, something which has not before been achieved. Two major variants of this direct solver are presented, and their computational characteristics are compared. Both are effective for smaller problems arising in reduced-order modelling and preliminary design optimization. Extensions and improvements to this new conceptual framework and solution method are then discussed.Comment: 20 pages, 8 figure

GMRES-Accelerated ADMM for Quadratic Objectives

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subproblem of interior-point methods. Within this context, the ADMM update equations are linear, the iterates are confined within a Krylov subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its ability to accelerate convergence. The basic ADMM method solves a $\kappa$-conditioned problem in $O(\sqrt{\kappa})$ iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in $O(\kappa^{1/4})$ iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of $O(\sqrt{\kappa})$ iterations. The method is shown to be competitive against standard preconditioned Krylov subspace methods for saddle-point problems. The method is embedded within SeDuMi, a popular open-source solver for conic optimization written in MATLAB, and used to solve many large-scale semidefinite programs with error that decreases like $O(1/k^{2})$, instead of $O(1/k)$, where $k$ is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT