Gergely Ódor

Frank-Wolfe works for non-Lipschitz continuous gradient objectives: Scalable poisson phase retrieval

We study a phase retrieval problem in the Poisson noise model. Motivated by the PhaseLift approach, we approximate the maximum-likelihood estimator by solving a convex program with a nuclear norm constraint. While the Frank-Wolfe algorithm, together with the Lanczos method, can efficiently deal with…