| Input: The upper triangular matrix with positive diagonal entries, the vector | | , the lower bound vector , the upper bound vector | | u = , the initial hyper-ellipsoid bound . | | Output: The solution to the BILS Problem (18). | | Step 1. (Initialization) Set , , | | Compute , , | | , , | | , . | | Step 2. Compute , | | if and , then | | Go to Step 3 | | else | | Go to Step 4 | | end if | | Step 3. Set , | | Compute , | | , , , | | , . | | Go to Step 2 | | Step 4. If , then | | Set , , , | | else if , then | | Terminate | | else | | | | if , then | | | | repeat | | if , then | | Terminate | | end if | | | | until | | if , then | | | | end if | | end if | | end if | | Step 5. If , then | | Set | | Compute | | else if , then | | Set | | Compute | | else | | Compute , | | end if | | Compute | | Go to Step 2. |
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