Skip to main content

Table 2 Alternating direction method of multipliers

From: Maximum-parsimony haplotype frequencies inference based on a joint constrained sparse representation of pooled DNA

1 Set k = 0
2 Set ρ > 0
3 Initialize x0, z0 and u0
4 Repeat
5   k = k + 1
6    x k + 1 arg min x f ( x ) + ρ 2 C x + D z k e + u k ) 2 2
7    z k + 1 arg min z g ( z ) + ρ 2 C x k + 1 + D z e + u k ) 2 2
8    u k + 1 u k + C x k + 1 + D z k + 1 e
9 until convergence