The Alternating Direction Method of Multipliers for Sufficient Dimension Reduction

Table 3

Simulation results for Example 3: the ADMM algorithm for the different penalty parameters.

Model
		0.01	0.5	5	10	20	50
Model (19)	Frobenius norm’s mean	0.0451	0.0462	0.0467	0.0466	0.0472	0.0459
	Frobenius norm’s std	0.0240	0.0245	0.0236	0.0242	0.0238	0.0237
	Time (s)	183.5471	184.7868	184.2315	182.5929	182.2877	184.0295
Model (20)	Frobenius norm’s mean	0.3303	0.3350	0.3348	0.3408	0.3548	0.3714
	Frobenius norm’s std	0.1037	0.1028	0.1077	0.1199	0.1419	0.1835
	Time (s)	566.8275	626.9739	573.4154	541.7302	529.0828	551.4599