Solving phase retrieval via graph projection splitting

Phase retrieval with prior information can be cast as a nonsmooth and nonconvex optimization problem. To decouple the signal and measurement variables, we introduce an auxiliary variable and reformulate it as an optimization with an equality constraint. We then solve the reformulated problem by graph projection splitting (GPS), where the two proximity subproblems and the graph projection step can be solved efficiently. With slight modification, we also propose a robust graph projection splitting (RGPS) method to stabilize the iteration for noisy measurements. Contrary to intuition, RGPS outperforms GPS with fewer iterations to locate a satisfying solution even for noiseless case. Based on the connection between GPS and Douglas-Rachford iteration, under mild conditions on the sampling vectors, we analyze the fixed point sets and provide the local convergence of GPS and RGPS applied to noiseless phase retrieval without prior information. For noisy case, we provide the error bound of the reconstruction. Compared to other existing methods, thanks for the splitting approach, GPS and RGPS can efficiently solve phase retrieval with prior information regularization for general sampling vectors which are not necessarily isometric. For Gaussian phase retrieval, compared to existing gradient flow approaches, numerical results show that GPS and RGPS are much less sensitive to the initialization. Thus they markedly improve the phase transition in noiseless case and reconstruction in the presence of noise respectively. GPS shows sharpest phase transition among existing methods including RGPS, while it needs more iterations than RGPS when the number of measurement is large enough. RGPS outperforms GPS in terms of stability for noisy measurements. When applying RGPS to more general non-Gaussian measurements with prior information, such as support, sparsity and TV minimization, RGPS either outperforms state-of-the-art solvers or can be combined with state-of-the-art solvers to improve their reconstruction quality.