Algorithm 5 RED-DPG Algorithm

$$\begin{array}{cc}\hfill & \mathbf{Require}:\ell (\cdot ;\mathit{y}),\mathit{f}(\cdot ),\beta ,\lambda ,{\mathit{v}}_0,L_0>0,L_{\infty }>0,\text{and}K\hfill \\ \hfill & 1:\mathbf{for}k=1,2,\dots ,K\mathbf{do}\hfill \\ \hfill & 2:{\mathit{x}}_k={\text{arg min}}_{\mathit{x}}\left\{\ell \right(\mathit{x};\mathit{y})+\frac{\lambda L_{k-1}}{2}\Vert \mathit{x}-{\mathit{v}}_{k-1}{\Vert }^2\}\hfill \\ \hfill & 3:L_k=(\frac{1}{L_{\infty }}+(\frac{1}{L_0}-\frac{1}{L_{\infty })}\frac{1}{\sqrt{k+1}}{)}^{-1}\hfill \\ \hfill & 4:{\mathit{v}}_k=\frac{1}{L_k}\mathit{f}\left({\mathit{x}}_k\right)-\frac{1-L_k}{L_k}{\mathit{x}}_k\hfill \\ \hfill & 5:\mathbf{end}\mathbf{for}\hfill \\ \hfill & 6:\text{Return}{x}_K\hfill \end{array}$$