TECHNICAL NOTE A Finite Algorithm for Finding the Projection of a Point onto the Canonical Simplex of R"

نویسنده

  • A. V. Fiacco
چکیده

An algorithm of successive location of the solution is developed for the problem of finding the projection of a point onto the canonical simplex in the Euclidean space R ~. This algorithm converges in a finite number of steps. Each iteration consists in finding the projection of a point onto an affine subspace and requires only explicit and very simple computations.

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تاریخ انتشار 2009