Table 1.
Comparison of ADMM and CD+LS algorithms
| % Success Rate | Time (s) | ||||
|---|---|---|---|---|---|
| p | n | ADMM | CD+LS | ADMM | CD+LS |
| 20 | 50 | 100.0 | 100.0 | 0.03 | 0.0 |
| (0.0) | (0.0) | (0.01) | (0.0) | ||
| 100 | 100 | 100.0 | 100.0 | 0.06 | 1.3 |
| (0.0) | (0.0) | (0.00) | (0.1) | ||
| 100 | 500 | 100.0 | 80.0 | 0.14 | 0.6 |
| (0.0) | (9.2) | (0.04) | (0.2) | ||
| 200 | 1000 | 100.0 | 80.0 | 0.54 | 3.9 |
| (0.0) | (9.2) | (0.12) | (0.4) | ||
Sample means (standard errors in parentheses) of rates for successful convergence (in percentages), and running times (in seconds), based on 20 simulation replications, for the proposed ADMM and CD+LS algorithms