Globally Convergent Levenberg-Marquardt Method For Phase Retrieval
In this paper, we consider a nonlinear least squares model for the phase retrieval problem. Since the Hessian matrix may not be positive definite and the Gauss-Newton (GN) matrix is singular at any optimal solution, we propose a modified Levenberg-Marquardt (LM) method, where the Hessian is substituted by a summation of the GN matrix and … Read more