A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) (Q1823149)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) |
scientific article; zbMATH DE number 4114387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) |
scientific article; zbMATH DE number 4114387 |
Statements
A linear-time median-finding algorithm for projecting a vector on the simplex of \({\mathbb{R}}^ n\) (English)
0 references
1989
0 references
An algorithm is given for the projection of a vector \(\bar x\in R^ n\) on the simplex \(\{x\in R^ n|\) \(e^ Tx=1\), \(x\geq 0\}\). The problem is written as a convex quadratic programming problem, for which the Kuhn- Tucker conditions are solved. It is shown that the complexity is O(n) time. A numerical example is given.
0 references
computational linear algebra
0 references
projection of a vector
0 references
Kuhn-Tucker conditions
0 references
