Projection onto the capped simplex Article Swipe
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Simplex
Projection (relational algebra)
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Euclidean distance
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Philosophy
Weiran Wang
,
Canyi Lu
·
YOU?
·
· 2015
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.1503.01002
· OA: W2166482131
YOU?
·
· 2015
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.1503.01002
· OA: W2166482131
We provide a simple and efficient algorithm for computing the Euclidean projection of a point onto the capped simplex---a simplex with an additional uniform bound on each coordinate---together with an elementary proof. Both the MATLAB and C++ implementations of the proposed algorithm can be downloaded at https://eng.ucmerced.edu/people/wwang5.
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