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

Table 6

(a) Numerical results of Example 12. (b) Numerical results of Example 12.

(a)

𝑛	ADM		APM
	It.	CPU.	It.	CPU.
100	28	0.381	47	0.743
200	33	2.878	59	5.443
300	36	9.462	70	20.68
400	38	22.50	81	54.38
500	39	43.32	89	114.7

(b)

𝑛	ADM		APM
	It.	CPU.	It.	CPU.
100	27	0.634	42	0.582
200	30	2.590	59	5.428
300	32	8.524	65	19.36
400	34	20.34	75	50.79
500	35	39.43	86	111.6