1:	$\mathcal{Z}=\{1,\dots ,K\},\mathcal{P}=\varnothing$
2:	$\mathbf{h}=\mathbf{0}$
3:	$\mathbf{r}=\mathbf{x}-\mathbf{Wh}$
4:	$\mathbf{a}={\mathbf{W}}^T\mathbf{r}$
5:	while$\left|\mathcal{Z}\right|>0$and$\exists i\in \mathcal{Z}:a_i>0$do
6:	$i^{⁎}=\arg \max \mathbf{a}$
7:	$\mathcal{Z}\leftarrow \mathcal{Z}⧹i^{⁎}$
8:	$\mathcal{P}\leftarrow \mathcal{P}\cup i^{⁎}$
9:	${\mathbf{z}}_{\mathcal{P}}={\mathbf{W}}_{\mathcal{P}}^{†}\mathbf{x}$
10:	${\mathbf{z}}_{\mathcal{Z}}=0$
11:	while$\exists j\in \mathcal{P}:z_j<0$do
12:	$\alpha =\underset{k\in \mathcal{P}}{\min }{h}_k/(h_k-z_k)$
13:	$\mathbf{h}\leftarrow \mathbf{h}+\alpha (\mathbf{z}-\mathbf{h})$
14:	$\mathcal{Z}\leftarrow \{i|h_i=0\}$
15:	$\mathcal{P}\leftarrow \{i|h_i>0\}$
16:	${\mathbf{z}}_{\mathcal{P}}={\mathbf{W}}_{\mathcal{P}}^{†}\mathbf{x}$
17:	${\mathbf{z}}_{\mathcal{Z}}=0$
18:	end while
19:	$\mathbf{h}\leftarrow \mathbf{z}$
20:	$\mathbf{r}=\mathbf{x}-\mathbf{Wh}$
21:	$\mathbf{a}={\mathbf{W}}^T\mathbf{r}$
22:	end while