Algorithmic approaches to avoiding bad local minima in nonconvex inconsistent feasibility

Abstract

We report on the use of algorithms to avoid or move away from ``bad'' local minima in nonconvex optimization. Our study is phenomenological and empirical, focusing on the performance of cyclic projections, the cyclic relaxed Douglas-Rachford algorithm, and relaxed Douglas-Rachford splitting on the product space for orbital tomographic imaging from angle-resolved photon emission spectroscopy (ARPES) measurements, with both synthetic and laboratory data. Cyclic projections and Douglas-Rachford on the product space are both well-known methods, but cyclic relaxed Douglas-Rachford was only recently fully characterized in a companion paper to the present study. Only one other study of note has investigated the performance of all three of these algorithms for inconsistent nonconvex feasibility. We show that the relaxed Douglas-Rachford algorithm on the product space, while exhibiting very poor convergence rates, can be used to filter out bad local minima from all cyclic algorithms. Our numerical experiments lead to the following recommendation: run cyclic projections to find some fixed point, and from this fixed point run relaxed Douglas-Rachford algorithm on the product space with as large a relaxation parameter as is numerically stable in order to escape poor local minima. This advice runs counter to the current practice for phase retrieval, where a Douglas-Rachford-type algorithm is run for several iterations, and then cyclic projections is used to ``clean up'' the images.

33 pages, 7 figures, 28 references