A finite algorithm for finding the projection of a point onto the canonical simplex of ∝ n

  • C. Michelot
Technical Note

Abstract

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 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.

Key Words

Nonlinear programming quadratic programming projection onto a simplex optimality conditions 

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Copyright information

© Plenum Publishing Corporation 1986

Authors and Affiliations

  • C. Michelot
    • 1
  1. 1.Laboratoire d'Analyse NumériqueUniversité de DijonDijonFrance

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