Algorithm 1.
Pseudo code of solving Eq. (5).
| Input: η(0) = 1, α(1) = 1, γ = 0.2, λ1, λ2; | |||
| Output: W; | |||
| 1 | Initialize t = 1; | ||
| 2 | Initialize W(1) as a random diagonal matrix; | ||
| 3 | repeat | ||
| 4 | while L(W(t)) > Gη(t−1)(πη(t−1)(W(t)), W(t)) do | ||
| 5 | Set η(t − 1) = γη(t − 1) /* γ is a | ||
| predefined constant (For details, | |||
| refer to Appendix A) */; | |||
| 6 | end | ||
| 7 | Set η(t) = η(t − 1); | ||
| 8 | Compute ; | ||
| 9 | Compute ; | ||
| 10 | Compute Eq. (11); | ||
| 11 | until Eq. (5) converges; | ||