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Algorithm 1 CPPD Algorithm | ||
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1: | Initialize: θ∈ [−1, 1], στ‖K‖2 < 1, x(0), x̄(0)∈ X, y(0) ∈ Y | ▹‖K‖ = σmax(K) |
2: | repeat | |
3: | y(k+1) = proxσF(y(k) + σKx̄(k)) | |
4: | x(k+1) = proxτG(x(k) − τKTy(k+1)) | |
5: | x̄(k+1) = x(k+1) +θ(x(k+1) − x(k)) | |
6: | until x(k+1), y(k+1) = x(k) y(k) | ▹ stop when convergence criteria met |
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