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

Table 3

Numerical results of Example 9.

𝑛	𝑟=−0.3, 𝑠=−0.3		𝑟=0, 𝑠=0		𝑟=3, 𝑠=3
	It.	CPU.	It.	CPU.	It.	CPU.
100	32	0.282	35	0.288	70	0.566
200	33	1.295	36	1.397	72	4.006
300	34	3.745	37	4.156	73	8.285
400	34	7.885	37	8.571	73	16.73
500	34	14.07	37	15.42	74	29.87