Algorithm 1 Framework for Solving DPCP by ${\ell }_m$-Norm Maximization.

Require: Data matrix $Y\in {\mathbb{R}}^{n\times N}$

1: Perform QR-factorization for Y. Namely, $Y=RZ$ where R is upper-triangular matrix and $Z\in {\mathbb{R}}^{n\times N}$ is orthogonal matrix;

2: Compute the solution $\widehat{W}$ for (1);

3: Return $W^{*}=R^{-T}\widehat{W}$