The Alternating Direction Method of Multipliers for Sufficient Dimension Reduction

Table 2

Simulation results for Example 2: the mean and standard deviations of two different measures and the running times.

Model	Method	Sample size	Frobenius norm	Trace correlation	Runtime (second)
Model (20)	ADMM	100	0.5964 (0.2257)	0.8984 (0.0865)	292.5071
		200	0.3297 (0.0977)	0.9704 (0.0189)	584.7095
		400	0.2045 (0.0567)	0.9887 (0.0067)	743.9010
	Xia et al. [7]	100	0.6020 (0.2320)	0.8960 (0.0900)	253.4045
		200	0.3307 (0.1035)	0.9700 (0.0201)	660.8530
		400	0.2086 (0.0533)	0.9884 (0.0061)	760.7147
Model (21)	ADMM	100	0.0684 (0.0209)	0.9987 (0.0008)	161.0862
		200	0.0356 (0.0100)	0.9997 (0.0002)	361.0665
		400	0.0203 (0.0055)	0.9999 (0.0001)	510.9169
	Xia et al. [7]	100	0.0693 (0.0214)	0.9987 (0.0009)	165.3294
		200	0.0353 (0.0103)	0.9997 (0.0002)	481.7147
		400	0.0204 (0.0055)	0.9999 (0.0001)	557.5861