Least squares phase retrieval using feasible point pursuit.

Phase retrieval has recently attracted renewed interest. It is revisited here through a new approach based on nonconvex quadratically constrained quadratic programming (QCQP). A least-squares (LS) formulation is adopted, and a recently developed non-convex QCQP approximation technique called feasible point pursuit (FPP) is tailored to obtain a new LS-FPP phase retrieval algorithm. The Cram??r-Rao bound (CRB) is also derived for phase retrieval under additive white Gaussian noise. We demonstrate through simulations that the LS-FPP method outperforms the prior art and its mean square error approaches the CRB.