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. Author manuscript; available in PMC: 2014 Apr 29.
Published in final edited form as: J Am Stat Assoc. 2013 Jul 1;108(502):540–552. doi: 10.1080/01621459.2013.776499

Algorithm 1 Block relaxation algorithm for maximizing (5).

Initialize: (α(0), γ(0)) = argmaxα,γ ℓ(α, γ, 0, …, 0), Inline graphic a random matrix for d = 1, …, D.
repeat
for d = 1, …, D do
    Bd(t+1)=argmaxBd(α(t),γ(t),B1(t+1),,Bd1(t+1),Bd,Bd+1(t),,BD(t))
end for
(α(t+1),γ(t+1))=argmaxα,γ(α,γ,B1(t+1),,BD(t+1))
until ℓ(θ(t+1)) − ℓ(θ(t)) < ∊