Fast projection onto the simplex and the $$\pmb {l}_\mathbf {1}$$ l 1 ball
نویسندگان
چکیده
منابع مشابه
Fast projection onto the simplex and the l1 ball
A new algorithm is proposed to project, exactly and in finite time, a vector of arbitrary size onto a simplex or a ℓ 1-norm ball. The algorithm is demonstrated to be faster than existing methods. In addition, a wrong statement in a paper by Duchi et al. is corrected and an adversary sequence for Michelot's algorithm is exhibited, showing that it has quadratic complexity in the worst case.
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2015
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-015-0946-6