Proximal Alternating Direction Method with Relaxed Proximal Parameters for the Least Squares Covariance Adjustment Problem

Table 4

Numerical results of Example 10.

5	𝑟=−0.3, 𝑠=−0.3		𝑟=0, 𝑠=0		𝑟=3, 𝑠=3
	It.	CPU.	It.	CPU.	It.	CPU.
100	32	0.259	35	0.300	70	0.557
200	33	1.306	36	1.424	72	2.880
300	33	3.750	37	4.087	72	7.958
400	34	7.799	37	8.546	74	16.98
500	34	13.96	37	16.10	74	30.77