Algorithm 3.

Projected Gradient Algorithm (PG) for Solving Eq. (45)

1:	Input: P0, Q0, $L=2{\sigma }_X^2$, and max-iter.
2:	Output: P, Q.
3:	for i = 0, 1, · · · , max-iter do
4:	Set Li = L, SPi = Pi, SQi = Qi.
5:	Compute P̃i = SPi – ∇P f (P, Q)|P=SPi,Q=SQi,
6:	Q̃i = SQi – ∇Q f (P, Q)|P=SPi,Q=SQi.
7:	Compute P̂ via Eq. (47) and Q̂ via Eq. (48).
8:	Set Pi+1 = P̂, Qi+1 = Q̂.
9:	if the stopping criterion is satisfied then exit the loop.
10:	end-for
11:	Set P = Pi+1, Q = Qi+1.