The Alternating Direction Method of Multipliers for Sufficient Dimension Reduction

Algorithm 1

ADMM for the problem of minimizing (9).

	Require: Initial values , , and ;
	While stopping criterion is not satisfied do
	Compute by (23);
	Compute by (26);
	Compute by (30);
	Compute by (21);
	;
	end while
	return, , , .