| MaxIter =10,000; |
| Initialize the flux v(0) with random value generator; |
| for k =1:MaxIter |
| v(k) = v(k -1); |
| for l=1:n |
| Calculate μi and Σi according to equation (10); |
Generate the sample θ from the Gaussian distribution
N(μi,Σi)
within the constraint Φ(∙); |
| Update vi(k) with the sample θ, vi(k)=θ ; |
| end |
| end |
|