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A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\) - MaRDI portal

A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\) (Q1061617)

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scientific article; zbMATH DE number 3912119
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English
A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
scientific article; zbMATH DE number 3912119

    Statements

    A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\) (English)
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    1986
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    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 \({\mathbb{R}}^ n\). 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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    successive location of the solution
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    projection of a point
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    canonical simplex
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    projection onto a simplex
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    optimality conditions
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