Research Article
Proximal Alternating Direction Method with Relaxed Proximal Parameters for the Least Squares Covariance Adjustment Problem
Table 1
Numerical results of Example
6.
| | , | , | , | It. | CPU. | It. | CPU. | It. | CPU. |
| 100 | 31 | 0.292 | 34 | 0.331 | 72 | 0.764 | 200 | 33 | 1.346 | 39 | 1.570 | 84 | 3.364 | 300 | 38 | 4.265 | 41 | 5.746 | 90 | 9.991 | 400 | 40 | 9.872 | 43 | 9.919 | 94 | 22.03 | 500 | 39 | 15.83 | 45 | 18.39 | 98 | 39.91 |
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