Liu, Tianyi (2024)
A Parallel Successive Convex Approximation Framework with Smoothing Majorization for Phase Retrieval.
Technische Universität Darmstadt
doi: 10.26083/tuprints-00028201
Dissertation, Erstveröffentlichung, Verlagsversion
Kurzbeschreibung (Abstract)
This dissertation is concerned with the design and analysis of approximation-based methods for nonconvex nonsmooth optimization problems. The main idea behind those methods is to solve a difficult optimization problem by converting it into a sequence of simpler surrogate/approximate problems. In the two widely-used optimization frameworks, namely, the majorization-minimization (MM) framework and the successive convex approximation (SCA) framework, the approximate function is designed to be a global upper bound, called majorizer, of the original objective function and convex, respectively. Generally speaking, there are two desiderata of the approximate function, i.e., the tightness to the original objective function and the low computational complexity of minimizing the approximate function. In particular, we focus on techniques that can be used to construct a parallelizable approximate problem so as to take advantage of modern multicore computing platforms.
The first part of this thesis aims to develop an efficient parallelizable algorithmic framework based on approximation techniques for a broad class of nonconvex nonsmooth optimization problems. The classic convergence result of MM is established on the consistency of directional derivatives in all directions between the original objective function and its majorizer at the point where the majorizer is constructed. This requirement restricts the majorizer constructed at a nondifferentiable point of the original function to be also nonsmooth, which hinders its capability of simplifying nonsmooth problems since the minimization of the majorizing function, if restricted to be nonsmooth, may still be difficult. Therefore, in this thesis, we relax the derivative consistency in the majorization step so that a smooth majorizer that can be easily minimized is permitted for a wide class of nonsmooth problems. As a result of this relaxation of derivative consistency, the smoothing majorization leads to the convergence to a stationary solution in a more relaxed sense than the classic MM. Furthermore, in contrast to minimizing the possibly nonconvex majorizing function exactly, the smoothness of the majorizing function allows us to employ the idea of SCA, along with available separable approximation techniques, to obtain an approximate minimizer of the majorizing function efficiently. Thus, we develop a parallelizable inexact MM framework, termed smoothing SCA, by combining the smoothing majorization technique and the idea of successive convex approximation. In this framework, the construction of the approximate problem at each iteration is divided into two steps, namely, the smoothing majorization and the convex approximation, so that the two desiderata of the approximate function can be treated separately. In addition, both the exact and inexact MM with smoothing majorization can be implemented block-coordinatewise to exploit potential separable structures of the constraints in the optimization problem. The convergence behaviors of the proposed frameworks are analyzed accordingly.
In the second part of this thesis, as our mainly promoted framework, the smoothing SCA framework is employed to address the phase retrieval with dictionary learning problem. Two efficient parallel algorithms are developed by applying the smoothing SCA to two complementary nonconvex nonsmooth formulations, respectively, which are both based on a least-squares criterion. The computational complexities of the proposed algorithms are theoretically analyzed and both their error performance and computational time are evaluated by extensive simulations in the context of blind channel estimation from subband magnitude measurements in multi-antenna random access network, in comparison to the state-of-the-art methods.
Typ des Eintrags: | Dissertation | ||||
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Erschienen: | 2024 | ||||
Autor(en): | Liu, Tianyi | ||||
Art des Eintrags: | Erstveröffentlichung | ||||
Titel: | A Parallel Successive Convex Approximation Framework with Smoothing Majorization for Phase Retrieval | ||||
Sprache: | Englisch | ||||
Referenten: | Pesavento, Prof. Dr. Marius ; Ulbrich, Prof. Dr. Stefan | ||||
Publikationsjahr: | 10 Oktober 2024 | ||||
Ort: | Darmstadt | ||||
Kollation: | VIII, 154 Seiten | ||||
Datum der mündlichen Prüfung: | 26 September 2024 | ||||
DOI: | 10.26083/tuprints-00028201 | ||||
URL / URN: | https://tuprints.ulb.tu-darmstadt.de/28201 | ||||
Kurzbeschreibung (Abstract): | This dissertation is concerned with the design and analysis of approximation-based methods for nonconvex nonsmooth optimization problems. The main idea behind those methods is to solve a difficult optimization problem by converting it into a sequence of simpler surrogate/approximate problems. In the two widely-used optimization frameworks, namely, the majorization-minimization (MM) framework and the successive convex approximation (SCA) framework, the approximate function is designed to be a global upper bound, called majorizer, of the original objective function and convex, respectively. Generally speaking, there are two desiderata of the approximate function, i.e., the tightness to the original objective function and the low computational complexity of minimizing the approximate function. In particular, we focus on techniques that can be used to construct a parallelizable approximate problem so as to take advantage of modern multicore computing platforms. The first part of this thesis aims to develop an efficient parallelizable algorithmic framework based on approximation techniques for a broad class of nonconvex nonsmooth optimization problems. The classic convergence result of MM is established on the consistency of directional derivatives in all directions between the original objective function and its majorizer at the point where the majorizer is constructed. This requirement restricts the majorizer constructed at a nondifferentiable point of the original function to be also nonsmooth, which hinders its capability of simplifying nonsmooth problems since the minimization of the majorizing function, if restricted to be nonsmooth, may still be difficult. Therefore, in this thesis, we relax the derivative consistency in the majorization step so that a smooth majorizer that can be easily minimized is permitted for a wide class of nonsmooth problems. As a result of this relaxation of derivative consistency, the smoothing majorization leads to the convergence to a stationary solution in a more relaxed sense than the classic MM. Furthermore, in contrast to minimizing the possibly nonconvex majorizing function exactly, the smoothness of the majorizing function allows us to employ the idea of SCA, along with available separable approximation techniques, to obtain an approximate minimizer of the majorizing function efficiently. Thus, we develop a parallelizable inexact MM framework, termed smoothing SCA, by combining the smoothing majorization technique and the idea of successive convex approximation. In this framework, the construction of the approximate problem at each iteration is divided into two steps, namely, the smoothing majorization and the convex approximation, so that the two desiderata of the approximate function can be treated separately. In addition, both the exact and inexact MM with smoothing majorization can be implemented block-coordinatewise to exploit potential separable structures of the constraints in the optimization problem. The convergence behaviors of the proposed frameworks are analyzed accordingly. In the second part of this thesis, as our mainly promoted framework, the smoothing SCA framework is employed to address the phase retrieval with dictionary learning problem. Two efficient parallel algorithms are developed by applying the smoothing SCA to two complementary nonconvex nonsmooth formulations, respectively, which are both based on a least-squares criterion. The computational complexities of the proposed algorithms are theoretically analyzed and both their error performance and computational time are evaluated by extensive simulations in the context of blind channel estimation from subband magnitude measurements in multi-antenna random access network, in comparison to the state-of-the-art methods. |
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Status: | Verlagsversion | ||||
URN: | urn:nbn:de:tuda-tuprints-282016 | ||||
Sachgruppe der Dewey Dezimalklassifikatin (DDC): | 600 Technik, Medizin, angewandte Wissenschaften > 620 Ingenieurwissenschaften und Maschinenbau | ||||
Fachbereich(e)/-gebiet(e): | 18 Fachbereich Elektrotechnik und Informationstechnik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik > Nachrichtentechnische Systeme |
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Hinterlegungsdatum: | 10 Okt 2024 12:38 | ||||
Letzte Änderung: | 11 Okt 2024 12:49 | ||||
PPN: | |||||
Referenten: | Pesavento, Prof. Dr. Marius ; Ulbrich, Prof. Dr. Stefan | ||||
Datum der mündlichen Prüfung / Verteidigung / mdl. Prüfung: | 26 September 2024 | ||||
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