Research Article
Proximal Alternating Direction Method with Relaxed Proximal Parameters for the Least Squares Covariance Adjustment Problem
Table 2
Numerical results of Example
8.
| | , | , | , | It. | CPU. | It. | CPU. | It. | CPU. |
| 100 | 49 | 0.476 | 54 | 0.551 | 116 | 1.837 | 200 | 51 | 2.197 | 57 | 2.334 | 128 | 5.430 | 300 | 59 | 6.614 | 61 | 8.108 | 136 | 15.25 | 400 | 56 | 12.74 | 63 | 14.51 | 140 | 31.65 | 500 | 58 | 23.90 | 66 | 26.90 | 147 | 59.98 |
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