Set k = 0. Initialize .
Update according to
Update using Newton’s method.
Set m = 0. Let .
, where ∇2(y), ∇(y) are evaluated at .
Iterate until convergence to obtain nonnegative .
Update using the ID algorithm.
Set n = 0. Let .
.
Iterate until convergence, .
Iterate B through D until convergence.
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