Algorithm 7: Papafotis and Sotiriadis (MAG.I.C.AL.) [5]

Step 1: Initialize $m_k$ using (59). Step 2: Calculate L using (62). Step 3: Extract T and h from L using (61b). Step 4: Update $m_k$ using (63) and (64) and use it to update G. Step 5: Evaluate the cost-plus-penalty function J from (65). Step 6: Repeat steps 2-5 until $J(T,h)$ is sufficiently small.