Fast projection onto the simplex and the \(l_1\) ball

From MaRDI portal
Publication:304269

DOI10.1007/s10107-015-0946-6zbMath1347.49050OpenAlexW2180180824MaRDI QIDQ304269

Laurent Condat

Publication date: 25 August 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0946-6




Related Items (56)

Efficient projection algorithms onto the weighted \(\ell_1\) ballProjections onto the canonical simplex with additional linear inequalitiesA globally convergent method for solving a quartic generalized Markowitz portfolio problemUnnamed ItemFacial reduction for symmetry reduced semidefinite and doubly nonnegative programsProximal Splitting Algorithms for Convex Optimization: A Tour of Recent Advances, with New TwistsSliced optimal transport on the sphereLarge-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical ResolutionInertial proximal ADMM for separable multi-block convex optimizations and compressive affine phase retrievalA unified analysis of convex and non-convex \(\ell_p\)-ball projection problemsA filtered bucket-clustering method for projection onto the simplex and the \(\ell_1\) ballConvergence rates of gradient methods for convex optimization in the space of measuresOptimal analysis of method with batching for monotone stochastic finite-sum variational inequalitiesUnnamed ItemAn adaptive consensus based method for multi-objective optimization with uniform Pareto front approximationOptimal regularized hypothesis testing in statistical inverse problemsScreening Rules and its Complexity for Active Set IdentificationExact \(k\)-component graph learning for image clusteringA local MM subspace method for solving constrained variational problems in image recoveryOn and Beyond Total Variation Regularization in Imaging: The Role of Space VarianceProximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategyMF-OMO: An Optimization Formulation of Mean-Field GamesConvex histogram-based joint image segmentation with regularized optimal transport costRegularized non-local total variation and application in image restorationSome computable quasiconvex multiwell models in linear subspaces without rank-one matricesMajorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squaresNear-optimal discrete optimization for experimental design: a regret minimization approachTotal variation regularization for seismic waveform inversion using an adaptive primal dual hybrid gradient methodTowards off-the-grid algorithms for total variation regularized inverse problemsInexact primal–dual gradient projection methods for nonlinear optimization on convex setUnnamed ItemThe distance between convex sets with Minkowski sum structure: application to collision detectionProjections onto the intersection of a one-norm ball or sphere and a two-norm ball or sphereA Two-Phase Gradient Method for Quadratic Programming Problems with a Single Linear Constraint and Bounds on the VariablesSmoothing algorithms for computing the projection onto a Minkowski sum of convex setsA multigrid algorithm for maxflow and min-cut problems with applications to multiphase image segmentationACQUIRE: an inexact iteratively reweighted norm approach for TV-based Poisson image restorationSparse randomized shortest paths routing with Tsallis divergence regularizationClustering in Hilbert’s Projective Geometry: The Case Studies of the Probability Simplex and the Elliptope of Correlation MatricesModular proximal optimization for multidimensional total-variation regularizationA conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programsResonator Networks, 2: Factorization Performance and Capacity Compared to Optimization-Based MethodsOn Solving the Quadratic Shortest Path ProblemSSN: learning sparse switchable normalization via SparsestMaxComplexity of linear minimization and projection on some setsA stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programsA fast algorithm for solving linear inverse problems with uniform noise removalEfficient proximal mapping computation for low-rank inducing normsSimulation methods for robust risk assessment and the distorted mix approachA symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problemsEfficient and Convergent Preconditioned ADMM for the Potts ModelsMinimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradientDiscrete Total Variation: New Definition and MinimizationSparse regular variationPortfolio Selection with RegularizationFirst-order methods for the convex hull membership problem


Uses Software


Cites Work


This page was built for publication: Fast projection onto the simplex and the \(l_1\) ball