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arxiv: 1503.01002 · v1 · submitted 2015-03-03 · 💻 cs.LG

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Projection onto the capped simplex

Weiran Wang , Canyi Lu
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classification 💻 cs.LG
keywords algorithmcappedontoprojectionsimplexadditionalboundcomputing
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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.

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