Notations and outlineWe describe the notation that we will use throughout the paper. We use regular lowercase letters for scalars, bold lowercase letters for vectors, BOLD CAPITAL LETTERS for matrices, and normal CAPITAL LETTERS for sets. We use subscript i for i-th element. Superscript represents iteration steps (k for outer iteration and j for inner loop). For a vector v, ∥v∥ l0 , ∥v∥ l2 , and ∥v∥ l∞ denote l 0 -, l 2 -, and l ∞ -norms, respectively. supp(v) represents the nonzero elements of v. For a vector v ∈ R n , u = max{v, 0} denotesFor a matrix Φ ∈ R m×n and an index set A ⊆ {1, 2, • • • , n}, Φ A stands for the submatrix of Φ obtained by keeping only the columns indexed by A. Also, v A denotes the vector obtained by keeping only the components of a vector v ∈ R n indexed by A.