Skip to main content
. 2024 Feb 20;26(3):178. doi: 10.3390/e26030178
Algorithm 4: Computing the UV outer bound
Input: p(y,z|x), maximum iterations K, N, thresholds η, ϵ>0, step size τ>0;
Initialization: α0,β0(0,1), q0(u,v,x)>0, θ¯α0+θβ0max{θ,θ¯}, ηα,ηβ>η,
  k=0;
while k<K and max{ηα,ηβ}>η do
initialize ϵq>ϵ, n=0;
while n<N and ϵq>ϵ do
nn+1;
Qn=Q[qn1] using Equation (5) similarly;
qn=q[Qn] using Equations (33), (34) and (37);
G(αk,βk,qn,Qn)=(θ¯α+θβ)·lnxexp{d[Qn]} using Equation (36);
ϵq=(θ¯α+θβ)·max{d[Qn](x)lnqn1(x)}G(αk,βk,qn,Qn);
end
kk+1;
calculate αk and βk using Equations (39) and (40);
αkmin{1,max{0,αk}};
βkmin{1,max{0,βk}};
if θ¯αk+θβk<max{θ,θ¯}, scale up to equality;
ηα=|αkαk1|
ηβ=|βkβk1|;
q0qn;
end
Output: αk, βk, qn(u,v,x), Qn, G(αk1,βk1,qn,Qn)