Algorithm 1.

${\ell }_1$-regularized network inference

Require: Cn, λn, K, L

for all $i\in \mathcal{V}$ do

k = 0

while k < K do

${\alpha }_i^{k+1}={({\alpha }_i^k-L{\nabla }_{\alpha i}{\ell }^n\left({\alpha }_i^k\right)-{\lambda }_{n}L)}_{+}$

k = k + 1

end while

${\widehat{\alpha }}_i={\alpha }_i^{K-1}$

end for

return ${\left\{{\widehat{\alpha }}_i\right\}}_{i\in \mathcal{V}}$