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

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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 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.

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Authors and Affiliations

  1. Laboratoire d'Analyse Numérique, Université de Dijon, Dijon, France

    C. Michelot (Maître Assistant)

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  1. C. Michelot
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Communicated by A. V. Fiacco

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Michelot, C. A finite algorithm for finding the projection of a point onto the canonical simplex of ∝n . J Optim Theory Appl 50, 195–200 (1986). https://doi.org/10.1007/BF00938486

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  • DOI: https://doi.org/10.1007/BF00938486

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