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We provide an elementary proof of a simple, efficient algorithm for computing the Euclidean projection of a point onto the probability simplex. We also show an application in Laplacian K-modes clustering.

Machine Learning · Computer Science 2013-09-09 Weiran Wang , Miguel Á. Carreira-Perpiñán

We propose a linear time and constant space algorithm for computing Euclidean projections onto sets on which a normalized sparseness measure attains a constant value. These non-convex target sets can be characterized as intersections of a…

Computational Geometry · Computer Science 2013-03-22 Markus Thom , Günther Palm

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…

Machine Learning · Computer Science 2015-03-04 Weiran Wang , Canyi Lu

The Alternating Direction Method of Multipliers has recently been adapted for Linear Programming Decoding of Low-Density Parity-Check codes. The computation of the projection onto the parity polytope is the core of this algorithm and…

Information Theory · Computer Science 2019-01-11 Florian Gensheimer , Tobias Dietz , Kira Kraft , Stefan Ruzika , Norbert Wehn

Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…

Optimization and Control · Mathematics 2023-10-11 Yongzheng Dai , Chen Chen

This paper is devoted to the general problem of projection onto a polyhedral convex cone generated by a finite set of generators.This problem is reformulated into projection onto the polytope obtained by simple truncation of the original…

Optimization and Control · Mathematics 2020-10-26 Evgeni Nurminski

This paper is aimed at presenting a systematic survey of the existing now different formulations for the problem of projection of the origin of the Euclidean space onto the convex polyhedron (PPOCP). In the present paper, there are…

Optimization and Control · Mathematics 2018-02-15 Z. R. Gabidullina

We consider applications involving a large set of instances of projecting points to polytopes. We develop an intuition guided by theoretical and empirical analysis to show that when these instances follow certain structures, a large…

Artificial Intelligence · Computer Science 2022-01-07 Rohan Ramanath , S. Sathiya Keerthi , Yao Pan , Konstantin Salomatin , Kinjal Basu

The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is computationally demanding. In this work, we focus on…

Optimization and Control · Mathematics 2021-09-22 Ilnura Usmanova , Maryam Kamgarpour , Andreas Krause , Kfir Yehuda Levy

We present a simple and efficient acceleration technique for an arbitrary method for computing the Euclidean projection of a point onto a convex polytope, defined as the convex hull of a finite number of points, in the case when the number…

Optimization and Control · Mathematics 2024-10-28 M. V. Dolgopolik

An important method to optimize a function on standard simplex is the active set algorithm, which requires the gradient of the function to be projected onto a hyperplane, with sign constraints on the variables that lie in the boundary of…

Optimization and Control · Mathematics 2020-07-20 Youwei Liang

Projections onto sets are used in a wide variety of methods in optimization theory but not every method that uses projections really belongs to the class of projection methods as we mean it here. Here projection methods are iterative…

Optimization and Control · Mathematics 2014-09-08 Yair Censor , Andrzej Cegielski

We study the complexity of computing the projection of an arbitrary $d$-polytope along $k$ orthogonal vectors for various input and output forms. We show that if $d$ and $k$ are part of the input (i.e. not a constant) and we are interested…

Computational Complexity · Computer Science 2012-11-26 Hans Raj Tiwary

We consider the minimum distance projection in the $L_2$-norm from an arbitrary point in an $n$-dimensional, Euclidian space onto the canonical simplex. It is shown that this problem reduces to a univariate problem that can be solved by a…

Optimization and Control · Mathematics 2024-04-02 Hans J. H. Tuenter

We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…

Optimization and Control · Mathematics 2010-09-21 Dan Butnariu , Yair Censor , Pini Gurfil , Ethan Hadar

Using sparse-inducing norms to learn robust models has received increasing attention from many fields for its attractive properties. Projection-based methods have been widely applied to learning tasks constrained by such norms. As a key…

Machine Learning · Computer Science 2012-06-22 Adams Wei Yu , Hao Su , Li Fei-Fei

We focus on the optimization problem with smooth, possibly nonconvex objectives and a convex constraint set for which the Euclidean projection operation is practically available. Focusing on this setting, we carry out a general convergence…

Optimization and Control · Mathematics 2026-04-23 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Marco Sciandrone , Diego Scuppa

We study the convergence rate of the proximal-gradient homotopy algorithm applied to norm-regularized linear least squares problems, for a general class of norms. The homotopy algorithm reduces the regularization parameter in a series of…

Optimization and Control · Mathematics 2016-09-28 Reza Eghbali , Maryam Fazel

We consider the problem of finding for a given $N$-tuple of polynomials (real or complex) the closest $N$-tuple that has a common divisor of degree at least $d$. Extended weighted Euclidean seminorm of the coefficients is used as a measure…

Optimization and Control · Mathematics 2015-11-05 Konstantin Usevich , Ivan Markovsky

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu
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