Accurate, rapid identification of dislocation lines in coherent diffractive imaging via a min-max optimization formulation

Defects such as dislocations impact materials properties and their response during external stimuli. Defect engineering has emerged as a possible route to improving the performance of materials over a wide range of applications, including batteries, solar cells, and semiconductors. Imaging these defects in their native operating conditions to establish the structure-function relationship and, ultimately, to improve performance has remained a considerable challenge for both electron-based and x-ray-based imaging techniques. However, the advent of Bragg coherent x-ray diffractive imaging (BCDI) has made possible the 3D imaging of multiple dislocations in nanoparticles ranging in size from 100 nm to1000 nm. While the imaging process succeeds in many cases, nuances in identifying the dislocations has left manual identification as the preferred method. Derivative-based methods are also used, but they can be inaccurate and are computationally inefficient. Here we demonstrate a derivative-free method that is both more accurate and more computationally efficient than either derivative- or human-based methods for identifying 3D dislocation lines in nanocrystal images produced by BCDI. We formulate the problem as a min-max optimization problem and show exceptional accuracy for experimental images. We demonstrate a 260x speedup for a typical experimental dataset with higher accuracy over current methods. We discuss the possibility of using this algorithm as part of a sparsity-based phase retrieval process. We also provide the MATLAB code for use by other researchers

Convergence rate analysis of a stochastic trust-region method via supermartingales

We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an underlying generic stochastic process; in particular, we derive a bound on the expected stopping time of this process. We utilize this framework to analyze the expected global convergence rates of a stochastic variant of a traditional trust-region method. Although traditional trust-region methods rely on exact computations of the gradient, Hessian, and values of the objective function, this method assumes that these values are available only up to some dynamically adjusted accuracy. Moreover, this accuracy is assumed to hold only with some sufficiently large—but fixed—probability without any additional restrictions on the variance of the errors. This setting applies, for example, to standard stochastic optimization and machine learning formulations. Improving upon prior analysis, we show that the stochastic process defined by the trust-region method satisfies the assumptions of our proposed general framework. The stopping time in this setting is defined by an iterate satisfying a first-order accuracy condition. We demonstrate the first global complexity bound for a stochastic trust-region method under the assumption of sufficiently accurate stochastic gradients. Finally, we apply the same framework to derive second-order complexity bounds under additional assumptions

Convergence rate analysis of a stochastic trust-region method via supermartingales

We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an underlying generic stochastic process; in particular, we derive a bound on the expected stopping time of this process. We utilize this framework to analyze the expected global convergence rates of a stochastic variant of a traditional trust-region method. Although traditional trust-region methods rely on exact computations of the gradient, Hessian, and values of the objective function, this method assumes that these values are available only up to some dynamically adjusted accuracy. Moreover, this accuracy is assumed to hold only with some sufficiently large—but fixed—probability without any additional restrictions on the variance of the errors. This setting applies, for example, to standard stochastic optimization and machine learning formulations. Improving upon prior analysis, we show that the stochastic process defined by the trust-region method satisfies the assumptions of our proposed general framework. The stopping time in this setting is defined by an iterate satisfying a first-order accuracy condition. We demonstrate the first global complexity bound for a stochastic trust-region method under the assumption of sufficiently accurate stochastic gradients. Finally, we apply the same framework to derive second-order complexity bounds under additional assumptions