Efficient Iterative Solutions to Complex-Valued Nonlinear Least-Squares Problems with Mixed Linear and Antilinear Operators

Abstract

We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in {\mathbb{C}}^N$ that satisfies $\mathcal{A}(\mathbf{x})\approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b}\in {\mathbb{C}}^M$ is a data vector (possibly noise-corrupted), and $\mathcal{A}(\cdot ):{\mathbb{C}}^N\to {\mathbb{C}}^M$ is a measurement operator. If $\mathcal{A}(\cdot )$ 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 $\mathcal{A}(\cdot )$ 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 $\mathbf{x}$ as a vector in ${\mathbb{R}}^{2N}$ instead of ${\mathbb{C}}^N$. 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 provided to demonstrate that this approach can simplify the implementation and reduce the computational complexity of iterative solution algorithms.