Frank-Wolfe Works for Non-Lipschitz Continuous Gradient Objectives: Scalable Poisson Phase Retrieval

Gergely Odor, Yen-Huan Li, Alp Yurtsever +4

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…