Table 2.

Average runtime (seconds) comparison between OEM and glmnet for LASSO when n ≫ p

p	n	OEM			glmnet
		ρ = 0	ρ = 0.2	ρ = 0.8	ρ = 0	ρ = 0.2	ρ = 0.8
200	1 × 104	0.06	0.06	0.09	0.25	0.25	0.25
	1 × 105	0.46	0.46	0.49	2.81	2.81	2.80
	1 × 106	4.49	4.50	4.57	28.21	28.33	28.52
	1 × 107	45.86	45.77	46.34	325.25	325.57	330.37
1, 000	5 × 103	1.52	1.58	2.99	1.95	2.05	2.21
	1 × 104	1.61	1.60	2.72	3.92	4.01	4.57
	1 × 105	9.63	9.63	10.48	38.23	39.55	46.17
	1 × 106	92.97	92.75	93.38	382.21	386.71	461.81