1. Input , , ; , , | . | 2. Iterate | (1) Select variables based on the gradient of (6): , . | (2) Store , and new , can be obtained according to (6) with | respect to the selected variables. | (3) Update gradient , , | . | (4) Compute the quadratic terms , . | (5) , , , . | (6) If , update with (10), , | else | break | endif | 3. Output . |
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