The following algorithm is proposed

- Determine the pseudo-inverse solution (5.11).
- Seek an initial starting point for
**, a vector that meets (5.12) and has elements on . Use an off-the-shelf linear programming solver as explained in Section 5.3.1.** - Compute free variable so that
**using** - Determine
**from****by solving (6.3) for , for each .** - Compute entropy (6.6) and first and second derivatives (6.7),(6.9).
- Take a Newton-Raphson iteration :
- Re-compute the mean :
**. Check that all elements of****are in . If not, take a smaller step.** - Go to step 4.

Baggenstoss 2017-05-19