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. Author manuscript; available in PMC: 2019 Oct 24.
Published in final edited form as: J Mach Learn Res. 2019 Apr;20:66.

Table 1:

CPU times and optima for linear programming. Here m is the number of constraints, n is the number of variables, PD1 is the proximal distance algorithm over an affine domain, PD2 is the proximal distance algorithm over a nonnegative domain, SCS is the Splitting Cone Solver, and Gurobi is the Gurobi solver. After m = 512 the constraint matrix A is initialized to be sparse with sparsity level s = 0.01.

Dimensions Optima CPU Times (secs)
m n PD1 PD2 SCS Gurobi PD1 PD2 SCS Gurobi
2 4 0.2629 0.2629 0.2629 0.2629 0.0142 0.0010 0.0034 0.0038
4 8 1.0455 1.0457 1.0456 1.0455 0.0212 0.0021 0.0009 0.0011
8 16 2.4513 2.4515 2.4514 2.4513 0.0361 0.0048 0.0018 0.0029
16 32 3.4226 3.4231 3.4225 3.4223 0.0847 0.0104 0.0090 0.0036
32 64 6.2398 6.2407 6.2397 6.2398 0.1428 0.0151 0.0140 0.0055
64 128 14.671 14.674 14.671 14.671 0.2117 0.0282 0.0587 0.0088
128 256 27.116 27.125 27.116 27.116 0.3993 0.0728 0.8436 0.0335
256 512 58.501 58.512 58.494 58.494 0.7426 0.1538 2.5409 0.1954
512 1024 135.35 135.37 135.34 135.34 1.6413 0.5799 5.0648 1.7179
1024 2048 254.50 254.55 254.47 254.48 2.9541 3.2127 3.9433 0.6787
2048 4096 533.29 533.35 533.23 533.23 7.3669 17.318 25.614 5.2475
4096 8192 991.78 991.88 991.67 991.67 30.799 95.974 98.347 46.957
8192 16384 2058.8 2059.1 2058.5 2058.5 316.44 623.42 454.23 400.59