FIGURE 1. (a) Objective value versus iteration with eiglb = 1, eigub = 99. (b) Objective value versus iteration with eiglb = 0:1, eigub = 99:9. The estimated Lipschitz constant in (b) is more than 10 times bigger than that in (a). It is observed that the estimated Lipschitz constant is smaller, the gap between the objective value of AGPM and that of GPM-A is bigger.
TABLE 1. Test results of the ﬁnal objective values and CPU time in seconds for three methods GPM-A, GPM-C, and AGPM on 5 random data sets.