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

Table 1

Numerical results of Example 6.

𝑛	𝑟=−0.3, 𝑠=−0.3		𝑟=0, 𝑠=0		𝑟=3, 𝑠=3
	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