● Initialization: |
1. Set equal to the minimum ℓ2-norm solution of A s=x, obtained by pseudo-inverse of A. |
2. Choose a suitable decreasing sequence for σ, . |
● For : |
1. Set σ=σ i , |
2. Maximize the function F σ on the feasible set using L iterations of the steepest ascent algorithm (followed by projection onto the feasible set): |
−Initialization: . |
−for (loop L times): |
(a) Let: . |
(b) Set s ← s − μΔ s (where μ is a small positive constant). |
(c) Project s back onto the feasible set :
|
3. Set . |
● Final answer is |