Active Set Type Algorithms for Nonnegative Matrix Factorization in Hyperspectral Unmixing

Algorithm 1

Newton method with an active set strategy (NMAS).

	Input: , r and .
	Output: such that .
	Step 1 (computation of the search direction)
	Compute the estimated active set with one of the definitions (AS1) or (AS2).
	Compute the search direction of the active and inactive variables with (15) and (16).
	Step 2 (update the factor matrix)
	Let where the step size is and is the first nonnegative integer that satisfies the following inequality: .