Algorithm 2.
1: | input d and w from EM step |
2: | initialize u = ū = d, q |
3: | initialize γ = min(w), τ = 1/γ, σ = 1/(τL2) |
4: | for l = 1… nd do |
5: | q+ = proxσ,R* (q + σ∇ū) |
6: | u+ = proju≥0 ((u + τ (divq+ + wd))/(1 + τw)) |
7: | , τ ← τϑ, σ ← σ/ϑ |
8: | ū+ = u+ + θ(u+ − u) |
9: | u = u+, ū = ū+, q = q+ |
10: | end for |
11: | return u |