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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متن کاملProjection onto a Polyhedron that Exploits Sparsity
An algorithm is developed for projecting a point onto a polyhedron. The algorithm solves a dual version of the projection problem and then uses the relationship between the primal and dual to recover the projection. The techniques in the paper exploit sparsity. Sparse reconstruction by separable approximation (SpaRSA) is used to approximately identify active constraints in the polyhedron, and t...
متن کاملProjection onto a Polyhedron That Exploits
An algorithm is developed for projecting a point onto a polyhedron. The algorithm solves a dual version of the projection problem and then uses the relationship between the primal and dual to recover the projection. The techniques in the paper exploit sparsity. SpaRSA (Sparse Reconstruction by Separable Approximation) is used to approximately identify active constraints in the polyhedron, and t...
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ژورنال
عنوان ژورنال: Journal of Approximation Theory
سال: 1994
ISSN: 0021-9045
DOI: 10.1006/jath.1994.1069