Sparse Regression on Simulated Sparse Regression Data
0.36SDPGapSDP relaxation
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| SDP relaxationlambda=0.1, mu=0.52015.10 | 0.36 | — | — | — | |
| SDP relaxationlambda=0.1, mu=0.42015.10 | 0.56 | — | — | — | |
| SDP relaxationlambda=0.2, mu=0.52015.10 | 0.65 | — | — | — | |
| SDP relaxationlambda=0.5, mu=0.52015.10 | 0.67 | — | — | — | |
| SDP relaxationlambda=0.4, mu=0.52015.10 | 0.68 | — | — | — | |
| SDP relaxationlambda=0.1, mu=0.32015.10 | 0.72 | — | — | — | |
| SDP relaxationlambda=0.3, mu=0.52015.10 | 0.82 | — | — | — | |
| SDP relaxationlambda=0.2, mu=0.42015.10 | 0.88 | — | — | — | |
| SDP relaxationlambda=0.5, mu=0.42015.10 | 0.89 | — | — | — | |
| SDP relaxationlambda=0.4, mu=0.42015.10 | 0.91 | — | — | — | |
| SDP relaxationlambda=0.3, mu=0.42015.10 | 0.98 | — | — | — | |
| SDP relaxationlambda=0.1, mu=0.22015.10 | 1.28 | — | — | — | |
| SDP relaxationlambda=0.2, mu=0.32015.10 | 1.43 | — | — | — | |
| SDP relaxationlambda=0.3, mu=0.32015.10 | 1.49 | — | — | — | |
| SDP relaxationlambda=0.4, mu=0.32015.10 | 1.5 | — | — | — | |
| SDP relaxationlambda=0.5, mu=0.32015.10 | 1.59 | — | — | — | |
| SDP relaxationlambda=0.2, mu=0.22015.10 | 2.15 | — | — | — | |
| SDP relaxationlambda=0.1, mu=0.12015.10 | 2.29 | — | — | — | |
| SDP relaxationlambda=0.5, mu=0.22015.10 | 2.53 | — | — | — | |
| SDP relaxationlambda=0.4, mu=0.22015.10 | 2.76 | — | — | — | |
| SDP relaxationlambda=0.3, mu=0.22015.10 | 2.79 | — | — | — | |
| SDP relaxationlambda=0.2, mu=0.12015.10 | 3.77 | — | — | — | |
| SDP relaxationlambda=0.3, mu=0.12015.10 | 4.55 | — | — | — | |
| SDP relaxationlambda=0.5, mu=0.12015.10 | 4.6 | — | — | — | |
| SDP relaxationlambda=0.4, mu=0.12015.10 | 5.13 | — | — | — | |
| Convex relaxation [31]lambda=0.1, mu=0.12015.10 | — | 7.97 | — | — | |
| Convex relaxation [31]lambda=0.1, mu=0.22015.10 | — | 4.2 | — | — | |
| Convex relaxation [31]lambda=0.1, mu=0.32015.10 | — | 2.79 | — | — | |
| Convex relaxation [31]lambda=0.1, mu=0.42015.10 | — | 2.06 | — | — | |
| Convex relaxation [31]lambda=0.1, mu=0.52015.10 | — | 1.55 | — | — | |
| Convex relaxation [31]lambda=0.2, mu=0.12015.10 | — | 12.25 | — | — | |
| Convex relaxation [31]lambda=0.2, mu=0.22015.10 | — | 7.12 | — | — | |
| Convex relaxation [31]lambda=0.2, mu=0.32015.10 | — | 4.81 | — | — | |
| Convex relaxation [31]lambda=0.2, mu=0.42015.10 | — | 3.29 | — | — | |
| Convex relaxation [31]lambda=0.2, mu=0.52015.10 | — | 2.76 | — | — | |
| Convex relaxation [31]lambda=0.3, mu=0.12015.10 | — | 14.19 | — | — | |
| Convex relaxation [31]lambda=0.3, mu=0.22015.10 | — | 8.9 | — | — | |
| Convex relaxation [31]lambda=0.3, mu=0.32015.10 | — | 5.42 | — | — | |
| Convex relaxation [31]lambda=0.3, mu=0.42015.10 | — | 3.93 | — | — | |
| Convex relaxation [31]lambda=0.3, mu=0.52015.10 | — | 3.3 | — | — | |
| Convex relaxation [31]lambda=0.4, mu=0.12015.10 | — | 15.98 | — | — | |
| Convex relaxation [31]lambda=0.4, mu=0.22015.10 | — | 9.26 | — | — | |
| Convex relaxation [31]lambda=0.4, mu=0.32015.10 | — | 6.01 | — | — | |
| Convex relaxation [31]lambda=0.4, mu=0.42015.10 | — | 4.12 | — | — | |
| Convex relaxation [31]lambda=0.4, mu=0.52015.10 | — | 3.24 | — | — | |
| Convex relaxation [31]lambda=0.5, mu=0.12015.10 | — | 15.49 | — | — | |
| Convex relaxation [31]lambda=0.5, mu=0.22015.10 | — | 9.02 | — | — | |
| Convex relaxation [31]lambda=0.5, mu=0.32015.10 | — | 6.11 | — | — | |
| Convex relaxation [31]lambda=0.5, mu=0.42015.10 | — | 4.27 | — | — | |
| Convex relaxation [31]lambda=0.5, mu=0.52015.10 | — | 3.28 | — | — | |
| Gurobilambda=0.1, mu=0.12015.10 | — | — | 4.88 | 780,000 | |
| Gurobilambda=0.1, mu=0.22015.10 | — | — | 4.09 | 790,000 | |
| Gurobilambda=0.1, mu=0.32015.10 | — | — | 4 | 750,000 | |
| Gurobilambda=0.1, mu=0.42015.10 | — | — | 4.09 | 720,000 | |
| Gurobilambda=0.1, mu=0.52015.10 | — | — | 3.91 | 720,000 | |
| Gurobilambda=0.2, mu=0.12015.10 | — | — | 4.17 | 780,000 | |
| Gurobilambda=0.2, mu=0.22015.10 | — | — | 4.24 | 730,000 | |
| Gurobilambda=0.2, mu=0.32015.10 | — | — | 3.33 | 710,000 | |
| Gurobilambda=0.2, mu=0.42015.10 | — | — | 3.19 | 640,000 | |
| Gurobilambda=0.2, mu=0.52015.10 | — | — | 3.03 | 620,000 | |
| Gurobilambda=0.3, mu=0.12015.10 | — | — | 1.62 | 530,000 | |
| Gurobilambda=0.3, mu=0.22015.10 | — | — | 2.07 | 530,000 | |
| Gurobilambda=0.3, mu=0.32015.10 | — | — | 1.09 | 430,000 | |
| Gurobilambda=0.3, mu=0.42015.10 | — | — | 1.09 | 540,000 | |
| Gurobilambda=0.3, mu=0.52015.10 | — | — | 1.6 | 560,000 | |
| Gurobilambda=0.4, mu=0.12015.10 | — | — | 0.74 | 420,000 | |
| Gurobilambda=0.4, mu=0.22015.10 | — | — | 0.65 | 260,000 | |
| Gurobilambda=0.4, mu=0.32015.10 | — | — | 0.11 | 250,000 | |
| Gurobilambda=0.4, mu=0.42015.10 | — | — | 0 | 160,000 | |
| Gurobilambda=0.4, mu=0.52015.10 | — | — | 0.04 | 120,000 | |
| Gurobilambda=0.5, mu=0.12015.10 | — | — | 0.01 | 160,000 | |
| Gurobilambda=0.5, mu=0.22015.10 | — | — | 0 | 98,000 | |
| Gurobilambda=0.5, mu=0.32015.10 | — | — | 0 | 93,000 | |
| Gurobilambda=0.5, mu=0.42015.10 | — | — | 0 | 78,000 | |
| Gurobilambda=0.5, mu=0.52015.10 | — | — | 0 | 67,000 |