It is known that the problem of the orthogonal projection of a point to the standard simplex can be reduced to solution of a scalar equation. In this article, the complexity is analyzed of an algorithm of searching for zero of a piecewise linear convex function which is proposed in [30]. The analysis is carried out of the best and worst cases of the input data for the algorithm. To this end, the largest and smallest numbers of iterations of the algorithm are studied as functions of the size of the input data. It is shown that, in the case of equality of elements of the input set, the algorithm performs the smallest number of iterations. In the case of different elements of the input set, the number of iterations is maximal and depends rather weakly on the particular values of the elements of the set. The results of numerical experiments with random input data of large dimension are presented.
Original languageEnglish
Pages (from-to)325-333
Number of pages9
JournalJournal of Applied and Industrial Mathematics
Volume12
Issue number2
DOIs
StatePublished - 1 Apr 2018

    Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics
  • Industrial and Manufacturing Engineering

    Research areas

  • orthogonal projection of point, standard simplex, zeros of function

ID: 35369343