I'm trying to implement alghorithm from article, but stucked since i can't understand weird notation.
"Let $\mathcal{I} = \{i_1, ..., i_M\}$ be the index set of those patterns $X_{i_h}$ that appear as either $X_L$ or $X_U$ in $V$. We have then $$V = \sum_{j = 1}^K\lambda_{T-j}(y^{T-j}_LX^{T-j}_L - y^{T-j}_UX^{t-j}_U) = \sum_{h = 1}^M\mu_hy_{i_h}X_{i_h},$$ where for $T-K \le p, q \le T- 1 $ we use notation $$\mu_h = \sum_{X_{i_h} = X^p_L} \lambda_p - \sum_{X_{i_h} = X^q_U}\lambda_q."$$ How can i interpret that?
I'm asking because after all of this they are recounting coefficients using this weird notation: $ \alpha_j^{T+1} = \alpha_j^T$ if $j \notin\mathcal{I}, \alpha^{T+1}_{i_h} = \alpha^T_{i_h} + \lambda_T\mu_{i_h}$. And this coefficients i need to recount in my program, but i can't figure out how.