Fast projection onto the simplex and the \(l_1\) ball (Q304269)
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scientific article; zbMATH DE number 6619175
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| English | Fast projection onto the simplex and the \(l_1\) ball |
scientific article; zbMATH DE number 6619175 |
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Fast projection onto the simplex and the \(l_1\) ball (English)
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25 August 2016
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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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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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0.8648227453231812
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0.8385789394378662
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0.8346555829048157
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0.8217862248420715
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