Node-Structured Integrative Gaussian Graphical Model Guided by Pathway Information

Algorithm 1

The structured alternating directions method of multipliers algorithm.

(1) Initialize , and for .

(2) Update , and until convergence for :

 (i) -step

 Update that minimizes

 (ii) -step

 For , update that minimizes

 ,

 where .

 (iii) -step

 For , update as .

(3) Output .