Research Article
Proximal Alternating Direction Method with Relaxed Proximal Parameters for the Least Squares Covariance Adjustment Problem
Table 5
(a) Numerical results of Example
11 with
. (b) Numerical results of Example
11 with
.
(a) |
| | ,
| ,
| ,
| It. | CPU. | It. | CPU. | It. | CPU. |
| 100 | 22 | 0.293 | 25 | 0.354 | 34 | 0.448 | 200 | 25 | 2.119 | 28 | 2.425 | 40 | 3.436 | 300 | 27 | 7.141 | 30 | 8.024 | 44 | 11.64 | 400 | 29 | 17.40 | 31 | 18.59 | 46 | 27.32 | 500 | 30 | 34.17 | 33 | 37.45 | 48 | 53.84 |
|
|
(b) |
| | ,
| ,
| ,
| It. | CPU. | It. | CPU. | It. | CPU. |
| 100 | 23 | 0.309 | 25 | 0.342 | 33 | 0.439 | 200 | 24 | 2.029 | 27 | 2.305 | 38 | 3.162 | 300 | 27 | 7.150 | 29 | 7.801 | 42 | 11.29 | 400 | 28 | 16.68 | 31 | 18.47 | 45 | 26.60 | 500 | 29 | 32.73 | 32 | 36.37 | 47 | 53.06 |
|
|