Algorithm 2: Iterative Optimization Algorithm with Fixed ${\lambda }_i$

$1. \mathrm{Initialize} \mathrm{a} \mathrm{feasible} \mathrm{value} \mathrm{for} w_i$ 2. Repeat $3. \mathrm{Update} \mathrm{the} \mathrm{value} \mathrm{of} {\lambda }_i$ using Equation (20). $4. \mathrm{With} {\lambda }_i$$\mathrm{fixed}, \mathrm{solve} \mathrm{the} \mathrm{convex} \mathrm{problem} \left(19\right) \mathrm{to} \mathrm{update} \mathrm{the} \mathrm{value} w_i$. 5. Until $\mathrm{the} \mathrm{function} f$ in problem (19) converges.