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

被引：0
|
作者：
Tamasyan G.S. [1 ]
Prosolupov E.V. [1 ]
Angelov T.A. [1 ]
机构：
[1] St. Petersburg State University, Universitetskii pr. 35, Petergof
来源：
Journal of Applied and Industrial Mathematics | 2016年 / 10卷 / 2期
关键词：
optimality conditions; projecting a point to a simplex; quadratic programming;
D O I：
10.1134/S1990478916020137
中图分类号：
学科分类号：
摘要：
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. © 2016, Pleiades Publishing, Ltd.
引用
收藏
页码：288 / 301
页数：13
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