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 |
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