Convex Augmentation for Total Variation Based Phase Retrieval

Abstract: Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a convex augmentation approach for phase retrieval based on total variation regularization. In contrast to popular convex relaxation models like PhaseLift, our model can be efficiently solved by a modified semi-proximal alternating direction method of multipliers (sPADMM). The modified sPADMM is more general and flexible than the standard one, and its convergence is also established in this paper. Extensive numerical experiments are conducted to showcase the effectiveness of the proposed method.