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

Table 2

Numerical results of Example 8.

𝑛	𝑟=−0.3, 𝑠=−0.3		𝑟=0, 𝑠=0		𝑟=3, 𝑠=3
	It.	CPU.	It.	CPU.	It.	CPU.
100	49	0.476	54	0.551	116	1.837
200	51	2.197	57	2.334	128	5.430
300	59	6.614	61	8.108	136	15.25
400	56	12.74	63	14.51	140	31.65
500	58	23.90	66	26.90	147	59.98