Fast projection onto the simplex and the \(l_1\) ball (Q304269): Difference between revisions

The author proposes ``a new algorithm to project, exactly and in finite time, a vector of arbitrary size onto a simplex or an \(l_1\)-norm ball. It can be viewed as a Gauss-Seidel-like variant of Michelot's variable fixing algorithm.'' (from author's abstract)

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reviewed by

Hans Benker

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zbMATH Keywords

simplex

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\(l_1\)-norm ball

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projection

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large-scale optimization

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describes a project that uses

SPGL1

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10107-015-0946-6

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cites work

Probing the Pareto Frontier for Basis Pursuit Solutions

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Time bounds for selection

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Sparse and stable Markowitz portfolios

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A Newton's method for the continuous quadratic knapsack problem

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Total Variation Projection With First Order Schemes

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Validation of subgradient optimization

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On Floyd and Rivest's SELECT algorithm

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Breakpoint searching algorithms for the continuous quadratic knapsack problem

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Variable fixing algorithms for the continuous quadratic Knapsack problem

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Q4349924

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A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)

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A survey on the continuous nonlinear resource allocation problem

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Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies

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Identifiers

zbMATH Open document ID

1347.49050

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Mathematics Subject Classification ID

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10.1007/S10107-015-0946-6

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Sitelinks

Mathematics(1 entry)

mardi Publication:304269

@@ Property / DOI @@
-.1007/s10107-015-0946-6
@@ Property / DOI: 10.1007/s10107-015-0946-6 / rank @@
-Normal rank
@@ Property / cites work @@
+Probing the Pareto Frontier for Basis Pursuit Solutions
+Normal rank
@@ Property / cites work @@
+Time bounds for selection
@@ Property / cites work: Time bounds for selection / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse and stable Markowitz portfolios
@@ Property / cites work: Sparse and stable Markowitz portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+A Newton's method for the continuous quadratic knapsack problem
+Normal rank
@@ Property / cites work @@
+Total Variation Projection With First Order Schemes
+Normal rank
@@ Property / cites work @@
+Validation of subgradient optimization
@@ Property / cites work: Validation of subgradient optimization / rank @@
+Normal rank
@@ Property / cites work @@
+On Floyd and Rivest's SELECT algorithm
@@ Property / cites work: On Floyd and Rivest's SELECT algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Breakpoint searching algorithms for the continuous quadratic knapsack problem
+Normal rank
@@ Property / cites work @@
+Variable fixing algorithms for the continuous quadratic Knapsack problem
+Normal rank
@@ Property / cites work @@
+Q4349924
@@ Property / cites work: Q4349924 / rank @@
+Normal rank
@@ Property / cites work @@
+A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
+Normal rank
@@ Property / cites work @@
+A survey on the continuous nonlinear resource allocation problem
+Normal rank
@@ Property / cites work @@
+Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies
+Normal rank
@@ Property / DOI @@
+.1007/S10107-015-0946-6
@@ Property / DOI: 10.1007/S10107-015-0946-6 / rank @@
+Normal rank