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