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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 4:

CPU times and optima for the second-order cone projection. Here m is the number of constraints, n is the number of variables, PD is the accelerated proximal distance algorithm, SCS is the Splitting Cone Solver, and Gurobi is the Gurobi solver. After m = 512 the constraint matrix A is initialized with sparsity level 0.01.

Dimensions Optima CPU Seconds
m n PD SCS Gurobi PD SCS Gurobi
2 4 0.10598 0.10607 0.10598 0.0043 0.0103 0.0026
4 8 0.00000 0.00000 0.00000 0.0003 0.0009 0.0022
8 16 0.88988 0.88991 0.88988 0.0557 0.0011 0.0027
16 32 2.16514 2.16520 2.16514 0.0725 0.0012 0.0040
32 64 3.03855 3.03864 3.03853 0.0952 0.0019 0.0094
64 128 4.86894 4.86962 4.86895 0.1225 0.0065 0.0403
128 256 10.5863 10.5843 10.5863 0.1975 0.0810 0.0868
256 512 31.1039 31.0965 31.1039 0.5463 0.3995 0.3405
512 1024 27.0483 27.0475 27.0483 3.7667 1.6692 2.0189
1024 2048 1.45578 1.45569 1.45569 0.5352 0.3691 1.5489
2048 4096 2.22936 2.22930 2.22921 1.0845 2.4531 5.5521
4096 8192 1.72306 1.72202 1.72209 3.1404 17.272 15.204
8192 16384 5.36191 5.36116 5.36144 13.979 133.25 88.024