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JOURNALS // Diskretnyi Analiz i Issledovanie Operatsii // Archive

Diskretn. Anal. Issled. Oper., 2016 Volume 23, Issue 2, Pages 100–123 (Mi da847)

This article is cited in 3 papers

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

G. Sh. Tamasyan, E. V. Prosolupov, T. A. Angelov

St. Petersburg State University, 35 University Ave., 198504 Peterhof, Russia

Abstract: We consider two algorithms for orthogonal projection of a point to the standard simplex. Although these algorithms are fundamentally different, the following fact unites them. 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. Ill. 11, bibliogr. 23.

Keywords: quadratic programming, projecting a point to a simplex, optimality conditions.

UDC: 519.85

Received: 11.09.2015
Revised: 19.10.2015

DOI: 10.17377/daio.2016.23.510


 English version:
Journal of Applied and Industrial Mathematics, 2016, 10:2, 288–301

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© Steklov Math. Inst. of RAS, 2025