A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\) (Q1061617)

An algorithm of successive location of the solution is developed for the problem of finding the projection of a point onto the canonical simplex in the Euclidean space \({\mathbb{R}}^ n\). This algorithm converges in a finite number of steps. Each iteration consists in finding the projection of a point onto an affine subspace and requires only explicit and very simple computations.