A finite algorithm for finding the projection of a point onto the canonical simplex of ∝n
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- Michelot, C. J Optim Theory Appl (1986) 50: 195. doi:10.1007/BF00938486
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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 ℝn. 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.