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| Algorithm 1. AGD algorithm for M2TL in Eq. (5) | |
| 1. | Initialization: h0 > 0,η > 1, W0, , h = h0 and α0 = 1. |
| 2. | for t=0,1,2,… until convergence of Wt do: |
| 3. | Set h=ht |
| 4. | while , h = ηh |
| 5. | Set ht+1=h and compute |
| Wt+1 = argminwQht+1 (), , βt+1 = Wt+1–Wt and | |
| end-while | |
| 6. | end-for |
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