Outlier-Resistant 𝐿_𝟏 Orthogonal Regression via the Reformulation-Linearization Technique

Table 6

Computational performance of 𝐿₁OR implementation for simulation with clustered leverage outliers.

				Avg. MIPs	Avg. MIPs	Avg. time	Avg. time
𝑛	𝜖	Contamination	% Optimal	Solved	Suboptimal	to Term. (s)	to Best Soln. (s)
25	0.05	N	100.00	112.5	0.0	5.7	5.1
25	0.05	Y	100.00	116.4	0.0	7.3	6.5
25	0.1	N	100.00	110.8	0.0	6.1	5.3
25	0.1	Y	100.00	114.8	0.0	8.2	7.6
25	0.25	N	100.00	140.6	0.0	7.8	6.7
25	0.25	Y	100.00	104.1	0.0	10.3	9.9
50	0.05	N	90.00	115.8	0.1	55.4	52.2
50	0.05	Y	82.00	111.2	0.2	82.7	80.8
50	0.1	N	94.00	127.3	0.1	53.0	49.8
50	0.1	Y	76.00	113.5	0.3	102.4	100.1
50	0.25	N	86.00	115.1	0.2	62.8	60.7
50	0.25	Y	44.00	125.9	0.8	186.3	184.1
100	0.05	N	10.00	119.5	2.4	445.3	434.5
100	0.05	Y	6.00	124.5	3.1	548.3	541.4
100	0.1	N	16.00	106.1	2.1	389.0	378.0
100	0.1	Y	4.00	112.7	4.2	697.2	671.8
100	0.25	N	6.00	118.7	2.6	465.8	452.3
100	0.25	Y	0.00	114.4	5.9	911.2	886.6
200	0.05	N	0.00	96.9	7.2	1243.3	1154.3
200	0.05	Y	0.00	99.1	9.1	1459.7	1398.4
200	0.1	N	0.00	93.4	7.3	1201.8	1150.1
200	0.1	Y	0.00	102.2	10.8	1662.2	1617.2
200	0.25	N	0.00	108.4	7.3	1249.9	1206.4
200	0.25	Y	0.00	102.3	11.8	1743.9	1704.6