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Optimization on Spheres: Models and Proximal Algorithms with Computational Performance Comparisons

Optimization on Spheres: Models and Proximal Algorithms with Computational Performance Comparisons

We present a unified treatment of the abstract problem of finding the best approximation between a cone and spheres in the image of affine transformations. Prominent instances of this problem are phase retrieval and source localization. The common geometry binding these problems permits a generic application of algorithmic ideas and …