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.
Original languageEnglish
Pages (from-to)288-301
JournalJournal of Applied and Industrial Mathematics
Volume10
Issue number2
DOIs
StatePublished - 2016
Externally publishedYes

    Research areas

  • quadratic programming, projecting a point to a simplex, optimality conditions

ID: 7566975