Flatten Z(k), U(k) into vectors z(k), u(k)
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GIVEN: z(k), u(k), y[j] = z(k) − u(k); j, G[j], w[j] from prior ADMM iterations |
REPEAT: |
1. Update the matrix of normal vectors G[j] by appending the normal vector at y[j]. |
2. Update the vector of intercepts w[j] by appending the intercept at y[j]. |
3. Update pulse by minimizing the PLA + PENALTY function with the refined piecewise linear approximation: |
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4. j = j + 1 |
UNTIL: COST stops changing |
Reshape y[j] into Y(k)
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