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. Author manuscript; available in PMC: 2017 Mar 1.
Published in final edited form as: Pattern Recognit. 2016 Sep 21;63:511–517. doi: 10.1016/j.patcog.2016.09.028
Algorithm for solving Eq.4 by ALM _
Input: TDr, α, and parameters λh (h = 1, …, H).
Initialization: μr=0, whr=0(h=2,,H), ξ = 1.0, θmax = 104, η=10−4, and σ = 1.5.
While not converged do
1. Fix others and update μr by:
μr=argminμrαh=2HEhwhr22+λ1μr1
2. h=2;
3. while h < = H do
Fix others and update whr by:
whr=argminwhαDrμrh=2,hhHEhwhr22+λhwhr1
h = h+1;
end;
4. Update the multipliers by:
ϕ=ϕ+θ(αDrμrh=2HEhwhr)
5. Update θ by θ=min (θmax,σ•θ)
6. Check the converge condition: αDrμrh=2HEhwhr22<η
End
Output: {μr,w2r,,wHr}