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The Ethereal
Projection onto the capped simplex
March 03, 2015 ยท Declared Dead ยท ๐ arXiv.org
"No code URL or promise found in abstract"
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Authors
Weiran Wang, Canyi Lu
arXiv ID
1503.01002
Category
cs.LG: Machine Learning
Citations
48
Venue
arXiv.org
Last Checked
6 months ago
Abstract
We provide a simple and efficient algorithm for computing the Euclidean projection of a point onto the capped simplex---a simplex with an additional uniform bound on each coordinate---together with an elementary proof. Both the MATLAB and C++ implementations of the proposed algorithm can be downloaded at https://eng.ucmerced.edu/people/wwang5.
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