A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) (Q1823149)
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scientific article; zbMATH DE number 4114387
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| English | A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) |
scientific article; zbMATH DE number 4114387 |
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A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) (English)
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1989
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An algorithm is given for the projection of a vector \(\bar x\in R^ n\) on the simplex \(\{x\in R^ n|\) \(e^ Tx=1\), \(x\geq 0\}\). The problem is written as a convex quadratic programming problem, for which the Kuhn- Tucker conditions are solved. It is shown that the complexity is O(n) time. A numerical example is given.
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computational linear algebra
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projection of a vector
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Kuhn-Tucker conditions
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0.904557764530182
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0.8552322387695312
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0.8469677567481995
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0.8446235060691833
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