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Comparative study of two fast algorithms for projecting a point to the standard simplex

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Abstract

We consider two algorithms for orthogonal projection of a point to the standard simplex. These algorithms are fundamentally different; however, they are related to each other by the following fact: When one of them has the maximum run time, the run time of the other is minimal. Some particular domains are presented whose points are projected by the considered algorithms in the minimum and maximum number of iterations. The correctness of the conclusions is confirmed by the numerical experiments independently implemented in the MatLab environment and the Java programming language.

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Authors and Affiliations

  1. St. Petersburg State University, Universitetskii pr. 35, Petergof, 198504, Russia

    G. Sh. Tamasyan, E. V. Prosolupov & T. A. Angelov

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  1. G. Sh. Tamasyan
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  2. E. V. Prosolupov
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  3. T. A. Angelov
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Correspondence to G. Sh. Tamasyan.

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Original Russian Text © G.Sh. Tamasyan, E.V. Prosolupov, T.A. Angelov, 2016, published in Diskretnyi Analiz i Issledovanie Operatsii, 2016, Vol. 23, No. 2, pp. 100–123.

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Tamasyan, G.S., Prosolupov, E.V. & Angelov, T.A. Comparative study of two fast algorithms for projecting a point to the standard simplex. J. Appl. Ind. Math. 10, 288–301 (2016). https://doi.org/10.1134/S1990478916020137

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  • DOI: https://doi.org/10.1134/S1990478916020137

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