A finite algorithm for finding the projection of a point onto the canonical simplex of ∝ n
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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 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 WordsNonlinear programming quadratic programming projection onto a simplex optimality conditions
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