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. Author manuscript; available in PMC: 2009 Sep 16.
Published in final edited form as: Scand Stat Theory Appl. 2008 Sep 1;35(3):385–399. doi: 10.1111/j.1467-9469.2007.00588.x

Table 1.

Performance of the support reduction algorithm (SR), and the interior point method (IP) with logarithmic barrier for sample size 10,000

Number of iterations Time (seconds)
12∑i=1n(r^i−yi)2
 Noise
SR 27 0.24 4950.840019 Normal (0,1)
IP 27 4.53 4950.840168 Normal (0,1)
SR 48 0.36 49.4252297 Normal (0,0.1)
IP 27 4.41 49.4253782 Normal (0,0.1)
SR 143 0.95 0.491968 Normal (0,0.01)
IP 27 4.46 0.492106 Normal (0,0.01)