Projection onto the capped simplex
Machine Learning
2015-03-04 v1
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.
Cite
@article{arxiv.1503.01002,
title = {Projection onto the capped simplex},
author = {Weiran Wang and Canyi Lu},
journal= {arXiv preprint arXiv:1503.01002},
year = {2015}
}