Convergence Rate Analysis of the Multiplicative Gradient Method for PET-Type Problems

Renbo Zhao

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arXiv · 2109.05601

Convergence Rate Analysis of the Multiplicative Gradient Method for PET-Type Problems

Renbo Zhao

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Abstract

We analyze the convergence rate of the multiplicative gradient (MG) method for PET-type problems with $m$ component functions and an $n$-dimensional optimization variable. We show that the MG method has an $O(\ln(n)/t)$ convergence rate, in both the ergodic and the non-ergodic senses. Furthermore, we show that the distances from the iterates to the set of optimal solutions converge (to zero) at rate $O(1/\sqrt{t})$. Our results show that, in the regime $n=O(\exp(m))$, to find an $\varepsilon$-optimal solution of the PET-type problems, the MG method has a lower computational complexity compared with the relatively-smooth gradient method and the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier.

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BibTeX RIS

Renbo Zhao. 2021-09-12. Convergence Rate Analysis of the Multiplicative Gradient Method for PET-Type Problems. https://arxiv.org/abs/2109.05601

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