Algorithm 2: The Concave–Convex Procedure (CCCP)

1. Initialize ${\tilde{\beta }}^0$. Set $k=0$. 2. $\mathit{repeat}$ 3. $${\tilde{\beta }}^{k+1}={argmin}_{\tilde{\beta }}{J}_{\mathrm{vex}}\left(\tilde{\beta }\right)+J_{\mathrm{cav}}^{\prime }\left({\tilde{\beta }}^k\right)·\tilde{\beta }$$ (16) 4. $\mathit{untill}$ convergence of ${\tilde{\beta }}^k$.