Abstract
Measurements of light typically capture amplitude information, often overlooking crucial phase details. This oversight underscores the importance of phase retrieval (PR), essential in biomedical imaging, X-ray crystallography, and microscopy, for reconstructing complex signals from intensity-only measurements. Traditional methods frequently fall short, especially in noisy conditions or when restricted to single-shot measurements. To address these challenges, we introduce a novel model that combines non-convex regularization with physical constraints. The model adopts the smoothly clipped absolute deviation (SCAD) function as a sparsity regularization term for gradients, incorporating fundamental constraints on support and absorption to establish an inverse model. Using the alternating direction method of multipliers (ADMM), we break down the problem into manageable sub-problems, implementing SCAD shrinkage in the complex domain and applying Wirtinger gradient projection methods. A thorough convergence analysis validates the stability and robustness of the algorithm. Extensive simulations confirm significant improvements in reconstruction quality compared to existing methods, with evaluations demonstrating superior performance across various noise levels and parameter settings.
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Data Availability
All data generated or analysed during this study are included in this published article. The MATLAB code will be open source after publication.
Notes
Where \((\lambda , \eta )\) pairs are sampled from equidistant nodes in \(\{0.05, 0.075, \ldots , 0.175, 0.2\} \times \{0.05, 0.075, \ldots , 0.225, 0.25\}\).
References
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This research was supported by Natural Science Foundation of Shanghai (no. 22ZR1419500), Science and Technology Commission of Shanghai Municipality (no. 22DZ2229014), and Fundamental Research Funds for the Central Universities.
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Appendices
Proof for SCAD Shrinkage in Sect. 4.1
Proof of Theorem 1
Since the SCAD function (9) essentially depends only on |x|, let \(r = |x| \geqslant 0\), then
By the triangle inequality, we have
where equality holds if and only if \(x = kv\) (\(k>0\)). By Lemma 1, the minimum of (29) is achieved at \(\widehat{r} = \operatorname {Shrink}_{\text {SCAD}} \left( |v|, \gamma , \lambda , \eta \right) \), thus the minimum of (27) is achieved at \(\widehat{x} = \frac{v}{|v|} \widehat{r}\), i.e.,
which completes the proof. \(\square \)
Proof of Theorem 2
The objective function
Therefore, optimization problem (20) can essentially be transformed into optimizing n independent problems of the form (18)
According to Theorem 1, the solution for each sub-problem is
\(\square \)
Calculation of Wirtinger Derivative in Sect. 4.2
Define the function components of the objective function in (23) as follows,
then the objective function \(\mathscr {J}(\varvec{x}) = \mathscr {F}(\varvec{x}) + \mathscr {I}(\varvec{x})\),
Define \(\varvec{\theta }: \mathbb {C}^n \rightarrow \mathbb {C}^n\) as \(\varvec{\theta } (\varvec{x}) = \varvec{A} \varvec{x}\), \(\varvec{\varepsilon }: \mathbb {C}^n \rightarrow \mathbb {R}^n\) as \(\varvec{\varepsilon } = |\varvec{\theta }|-\varvec{y}\), then \(\mathscr {F} = \frac{1}{2}\left\| \varvec{\varepsilon } \right\| _2^2\). By the chain rule of real functions and the chain rule for Wirtinger derivatives [31],
by direct calculation we know
where \(\operatorname {diag} (\cdot )\) denotes the diagonal matrix. Thus,
Define \(\varvec{\rho }: \mathbb {C}^n \rightarrow \mathbb {C}^n\) as \(\varvec{\rho } (\varvec{x}) = \nabla \varvec{x} + \varvec{u}\), then \(\mathscr {I} = \frac{\mu }{2}\left\| \varvec{\rho } \right\| _2^2\). By the chain rule for Wirtinger derivatives [31],
Through direct calculation, we can get
Thus,
Finally, combining (30), (31), and (32) yields
Proof for Convergence Analysis in Sect. 4.3
1.1 Convergence of the ADMM Algorithm
Let us denote
as the objective function of the problem (12).
Lemma 2
The objective function \(\mathcal {G} (\varvec{z}, \varvec{x})\) is coercive on the feasible domain \(\{(\varvec{z}, \varvec{x}) \mid \nabla \varvec{x} - \varvec{z} = \varvec{0}\}\), i.e., if \(\Vert (\varvec{z}, \varvec{x})\Vert _2 \rightarrow +\infty \), then \(\mathcal {G} (\varvec{z}, \varvec{x}) \rightarrow +\infty \).
Proof
Given that \(\Vert (\varvec{z}, \varvec{x})\Vert _2 = \left( \Vert \varvec{z}\Vert _2^2 + \Vert \varvec{x}\Vert _2^2 \right) ^{\frac{1}{2}}\), as \(\Vert (\varvec{z}, \varvec{x})\Vert _2 \rightarrow +\infty \), either \(\Vert \varvec{z}\Vert _2 \rightarrow +\infty \) or \(\Vert \varvec{x}\Vert _2 \rightarrow +\infty \) must hold.
If \(\Vert \varvec{z}\Vert _2 = \Vert \nabla \varvec{x}\Vert _2 \rightarrow +\infty \), it follows that
thus, \(\Vert \varvec{x}\Vert _2 \rightarrow +\infty \) is implied, where \(\varvec{X}\) is the matrix form corresponding to the vectorized image \(\varvec{x}\).
If \(\Vert \varvec{x}\Vert _2 \rightarrow +\infty \), since \(\varvec{A}\) is a unitary linear map, then \(|\varvec{A} \varvec{x}| \rightarrow +\infty \), and consequently \(\mathscr {F} (\varvec{x}) \rightarrow +\infty \). Given that \(\mathscr {G} (\varvec{x}), \mathscr {H} (\varvec{z}) \geqslant 0\), it follows that \(\mathcal {G} (\varvec{z}, \varvec{x}) \rightarrow +\infty \). \(\square \)
From the proof of Lemma 2, we obtain that \(\Vert \nabla \varvec{x}\Vert _2^2 \leqslant 8 \Vert \varvec{x}\Vert _2^2\), implying that \(\rho \left( \nabla ^{\textsf{H}} \nabla \right) = \Vert \nabla \Vert _2^2 \leqslant 8\). This leads to the following corollary:
Corollary 1
If \(\nabla \) represents the finite difference operator, then
holds.
Given that (31) shows
And for the SCAD function (10), it only takes a simple calculation to know that the j-th component of \(\nabla _{\varvec{z}} \mathscr {H} (\varvec{z})\) is
As noted in the supplementary information of [23], \(\mathscr {F}\) is Lipschitz differentiable, meaning that its gradient is Lipschitz continuous.
Lemma 3
([23]) The function \(\mathscr {F}\) is Lipschitz differentiable with a Lipschitz constant \(L_{\mathscr {F}} = \frac{1}{2} \rho \left( \varvec{A}^{\textsf{H}} \varvec{A}\right) \).
Lemma 4
There exist positive constants M and \(C_1\), such that
and \(\nabla ^\textsf{H} \varvec{\omega }^{(k)} = - \frac{2}{\mu } \nabla _{\varvec{x}} \mathscr {F} \left( \varvec{x}^{(k)}\right) \), as well as \(\varvec{\omega }^{(k+1)} - \varvec{\omega }^{(k)} \in \operatorname {Im} (\nabla )\), moreover
Proof
Since the finite difference operator \(\nabla \) is column full rank, its left inverse \(\nabla ^{-1}\) exists and is a finite-dimensional linear operator. Therefore, there exists a constant \(M > 0\) such that
implying
Let \(\lambda _{++}\) denote the smallest strictly positive eigenvalue of \(\nabla ^{\textsf{H}} \nabla \). Given that \(\varvec{\omega }^{(k+1)} - \varvec{\omega }^{(k)} = \nabla \varvec{x}^{(k+1)} - \varvec{z}^{(k+1)} \in \operatorname {Im} (\nabla )\) and considering the optimality condition for the update of \(\varvec{x}\) in the algorithm,
where the gradient of the penalty term of the augmented Lagrangian function is similar to the gradient of \(\mathscr {I}\) discussed in Appendix B. From the update of \(\varvec{\omega }\), we have
Thus,
We only need to take \(C_1 = \sqrt{\lambda _{++}} \cdot \frac{2}{\mu } L_{\mathscr {F}} M\). This completes the proof. \(\square \)
Lemma 5
If \(\mu > \frac{\frac{M^2}{2} L_{\mathscr {F}} +1}{1-C_1^2}\), then
Moreover, \(\mathcal {L}_\mu \left( \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)}\right) \) is bounded below, and the iteration sequence \(\left\{ \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)} \right\} \) is bounded.
Proof
From the optimality condition for updating \(\varvec{z}\) in the algorithm update process (13), it directly follows that
Applying the Pythagorean theorem,
we have
Leveraging the Lipschitz differentiability of \(\mathscr {F}\) and its first-order expansion at \(\varvec{x}^{(k+1)}\) [16], and referring to Lemma 4,
Therefore,
Thus,
As the image gradient operator \(\nabla \) is column full rank, there exists a unique \(\varvec{x}^\prime = \nabla ^{-1} \varvec{z}^{(k)}\) such that \(\nabla \varvec{x}^\prime - \varvec{z}^{(k)} = \varvec{0}\), thus,
The last two steps hold because the function \(\mathcal {G}\) is always non-negative, ensuring that a finite lower bound exists and the result does not tend towards negative infinity.
Since \(\mathcal {L}_\mu \left( \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)}\right) \) is decreasing and bounded below, \(\mathcal {L}_\mu \left( \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)}\right) \) is bounded, with the upper bound controlled by \(\mathcal {L}_\mu \left( \varvec{z}^{(0)}, \varvec{x}^{(0)}, \varvec{\omega }^{(0)}\right) \).
From the inequality established earlier, we have
then the left-hand side is bounded above by \(\mathcal {L}_\mu \left( \varvec{z}^{(0)}, \varvec{x}^{(0)}, \varvec{\omega }^{(0)}\right) \) and below by 0. Thus, \(\mathcal {G} \left( \varvec{z}^{(k)}, \varvec{x}^\prime \right) \) and \(\left\| \nabla \varvec{x}^{(k)} - \varvec{z}^{(k)}\right\| _2\) are both bounded. Since \(\mathcal {G}\) is coercive as per Lemma 2, \(\left\{ \varvec{z}^{(k)}, \varvec{x}^\prime = \nabla ^{-1} \varvec{z}^{(k)}\right\} \) is bounded. Given that \(\left\| \nabla \varvec{x}^{(k)} - \varvec{z}^{(k)}\right\| _2\) is bounded, the sequence \(\left\{ \nabla \varvec{x}^{(k)}\right\} \) is also bounded. Consequently, by the column full rank property of \(\nabla \), the sequence \(\left\{ \varvec{x}^{(k)}\right\} \) is bounded as well.
Then, from Lemma 4 and the Lipschitz gradient property of \(\mathscr {F}\), we deduce that \(\left\{ \nabla ^\textsf{H} \varvec{\omega }^{(k)} \right\} \) is bounded. By considering the telescoping sum for \(\varvec{\omega }^{(k+1)} - \varvec{\omega }^{(k)} \in \operatorname {Im} (\nabla )\), we conclude that \(\varvec{\omega }^{(k)} - \varvec{\omega }^{(0)} \in \operatorname {Im} (\nabla )\), and thus \(\left\{ \varvec{\omega }^{(k)} \right\} \) is bounded. Therefore, the sequence \(\left\{ \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)} \right\} \) is bounded. \(\square \)
Lemma 6
There exists a constant \(C_2 > 0\) and \(d^{(k+1)} \in \partial \mathcal {L}_\mu \left( \varvec{z}^{(k+1)}, \varvec{x}^{(k+1)}, \varvec{\omega }^{(k+1)}\right) \) such that
Proof
Initially,
and according to Lemma 4,
Additionally,
From the optimality conditions for updating \(\varvec{z}\) in the algorithm update process (14), we know
Therefore,
Hence, by Lemma 4,
Moreover,
Using a method similar to that used in the proof of Lemma 4,
Thus, let
we have
where \(C_2 = \frac{\mu }{2} (2C_1+1) + L_{\mathscr {F}} M\). \(\square \)
Proof of Theorem 3
Since the sequence \(\left\{ \varvec{x}^{(k)}, \varvec{z}^{(k)}, \varvec{\omega }^{(k)} \right\} \) is bounded, there exists a convergent subsequence and limit point, denoted as \(\left( \varvec{x}^{(k_s)}, \varvec{z}^{(k_s)}, \varvec{\omega }^{(k_s)}\right) \rightarrow \left( \varvec{x}^*, \varvec{z}^*, \varvec{\omega }^*\right) \) as \(s \rightarrow \infty \).
According to Lemma 5, since \(\mathcal {L}_\mu \left( \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)}\right) \) is decreasing and bounded below, it converges. Particularly, its subsequence \(\mathcal {L}_\mu \left( \varvec{z}^{(k_s)}, \varvec{x}^{(k_s)}, \varvec{\omega }^{(k_s)}\right) \) also converges. Since C is a closed convex set, \(\mathscr {G} \left( \varvec{x}\right) = I_C \left( \varvec{x}\right) \) is lower semi-continuous, thus \(\mathcal {L}_\mu \) is lower semi-continuous. Therefore, \(\lim _{s \rightarrow \infty } \mathcal {L}_\mu \left( \varvec{z}^{(k_s)}, \varvec{x}^{(k_s)}, \varvec{\omega }^{(k_s)}\right) \geqslant \mathcal {L}_\mu \left( \varvec{z}^*, \varvec{x}^*, \varvec{\omega }^*\right) \). On the other hand, the only discontinuous term in \(\mathcal {L}_\mu \) is \(\mathscr {G}\), so
However, from the optimality condition in the algorithm updates (14) and taking the limit, it is found that \(\limsup _{s \rightarrow \infty } \mathscr {G} \left( \varvec{z}^{(k_s)}\right) - \mathscr {G} \left( \varvec{z}^*\right) \leqslant 0\), thus
Since \(\mathcal {L}_\mu \left( \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)}\right) \) is convergent, by Lemma 5 it is known that \(\left\| \nabla \varvec{x}^{(k+1)} - \nabla \varvec{x}^{(k)} \right\| _2 \rightarrow 0\), therefore by Lemma 6 it is known that there exists \(d^{(k)} \in \partial \mathcal {L}_\mu \left( \varvec{z}^{(k)}, \varvec{x}^{(k)}, \varvec{\omega }^{(k)}\right) \) such that \(\left\| d^{(k)} \right\| _2 \rightarrow 0\). Particularly, \(\left\| d^{(k_s)} \right\| _2 \rightarrow 0\) as \(s \rightarrow \infty \). Since \(\lim _{s \rightarrow \infty } \mathcal {L}_\mu \left( \varvec{z}^{(k_s)}, \varvec{x}^{(k_s)}, \varvec{\omega }^{(k_s)}\right) = \mathcal {L}_\mu \left( \varvec{z}^*, \varvec{x}^*, \varvec{\omega }^*\right) \), it follows that \(\varvec{0} \in \partial \mathcal {L}_\mu \left( \varvec{z}^*, \varvec{x}^*, \varvec{\omega }^*\right) \). \(\square \)
1.2 Convergence of the AWGP Algorithm
Consider the objective function of problem (23), defined as
where \(\mathscr {F}(\varvec{x}) = \frac{1}{2}\left\| |\varvec{A} \varvec{x}|-\varvec{y}\right\| _2^2\) and \(\mathscr {I}(\varvec{x}) = \frac{\mu }{2}\left\| \nabla \varvec{x} + \varvec{u} \right\| _2^2\), with \(\varvec{u} = - \varvec{z}^{(k)}+ \varvec{\omega }^{(k)}\).
Lemma 7
The function \(\mathscr {I}\) is Lipschitz differentiable with a Lipschitz constant \(L_{\mathscr {I}} = \frac{\mu }{2} \sqrt{\rho \left( \nabla ^{\textsf{H}} \nabla \right) }\).
Proof
From (32), we know that
For any \(\varvec{x}_1, \varvec{x}_2 \in \mathbb {C}^n\), we have
Therefore, \(\mathscr {I} (\varvec{x})\) is Lipschitz continuous. \(\square \)
Proof of Theorem 4
Given that the gradient projection algorithm is equivalent to a proximal gradient method with the nonsmooth term as an indicator function, and because the constraint set C in problem (23) is a closed convex set, according to the general results of accelerated proximal gradient methods for convex functions [6], its convergence requires only that the objective function \(\mathscr {J}\) is Lipschitz differentiable and that the step size does not exceed the reciprocal of the Lipschitz constant.
As demonstrated by Lemma 3 and Lemma 7, \(\mathscr {J}(\varvec{x}) = \mathscr {F}(\varvec{x}) + \mathscr {I}(\varvec{x})\) is Lipschitz differentiable with a Lipschitz constant \(L_{\mathscr {J}} = \max \left\{ L_{\mathscr {F}}, L_{\mathscr {I}}\right\} = \max \left\{ \frac{1}{2} \rho \left( \varvec{A}^{\textsf{H}} \varvec{A}\right) , \frac{\mu }{2} \sqrt{\rho \left( \nabla ^{\textsf{H}} \nabla \right) }\right\} \). \(\square \)
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Chen, X., Li, F. Single-Shot Phase Retrieval Via Gradient-Sparse Non-Convex Regularization Integrating Physical Constraints. J Sci Comput 102, 63 (2025). https://doi.org/10.1007/s10915-025-02788-2
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DOI: https://doi.org/10.1007/s10915-025-02788-2