Kim Tae Hyung, Haldar Justin P
Department of Electrical and Computer Engineering, University of Southern California, Los Angeles, CA 90089, USA.
Optim Eng. 2022 Jun;23(2):749-768. doi: 10.1007/s11081-021-09604-4. Epub 2021 Mar 13.
We consider a setting in which it is desired to find an optimal complex vector ∈ that satisfies () ≈ in a least-squares sense, where ∈ is a data vector (possibly noise-corrupted), and (·) : → is a measurement operator. If (·) were linear, this reduces to the classical linear least-squares problem, which has a well-known analytic solution as well as powerful iterative solution algorithms. However, instead of linear least-squares, this work considers the more complicated scenario where (·) is nonlinear, but can be represented as the summation and/or composition of some operators that are linear and some operators that are antilinear. Some common nonlinear operations that have this structure include complex conjugation or taking the real-part or imaginary-part of a complex vector. Previous literature has shown that this kind of mixed linear/antilinear least-squares problem can be mapped into a linear least-squares problem by considering as a vector in instead of . While this approach is valid, the replacement of the original complex-valued optimization problem with a real-valued optimization problem can be complicated to implement, and can also be associated with increased computational complexity. In this work, we describe theory and computational methods that enable mixed linear/antilinear least-squares problems to be solved iteratively using standard linear least-squares tools, while retaining all of the complex-valued structure of the original inverse problem. An illustration is providedtodemonstratethatthisapproachcansimplifytheimplementationandreduce the computational complexity of iterative solution algorithms.
我们考虑这样一种情况,即希望找到一个最优复向量 ∈ ,使其在最小二乘意义下满足 () ≈ ,其中 ∈ 是一个数据向量(可能被噪声干扰),并且 (·) : → 是一个测量算子。如果 (·) 是线性的,这就简化为经典的线性最小二乘问题,该问题有一个众所周知的解析解以及强大的迭代求解算法。然而,与线性最小二乘不同,这项工作考虑的是更复杂的情况,即 (·) 是非线性的,但可以表示为一些线性算子和一些反线性算子的求和及/或复合。具有这种结构的一些常见非线性运算包括复共轭或取复向量的实部或虚部。先前的文献表明,通过将 视为 中的向量而非 中的向量,这种混合线性/反线性最小二乘问题可以映射为一个线性最小二乘问题。虽然这种方法是有效的,但用实值优化问题替代原始复值优化问题在实现上可能会很复杂,并且还可能伴随着计算复杂度的增加。在这项工作中,我们描述了理论和计算方法,这些方法能够使用标准线性最小二乘工具迭代地求解混合线性/反线性最小二乘问题,同时保留原始逆问题的所有复值结构。文中给出了一个示例来说明这种方法可以简化实现并降低迭代求解算法的计算复杂度。