A finite algorithm for finding the projection of a point onto the canonical simplex of ∝n
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.
Key WordsNonlinear programming quadratic programming projection onto a simplex optimality conditions
Unable to display preview. Download preview PDF.