2015
DOI: 10.1007/s10107-015-0946-6
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Fast projection onto the simplex and the $$\pmb {l}_\mathbf {1}$$ l 1 ball

Abstract: A new algorithm is proposed to project, exactly and in finite time, a vector of arbitrary size onto a simplex or an ℓ 1-norm ball. It can be viewed as a Gauss-Seidel-like variant of Michelot's variable fixing algorithm; that is, the threshold used to fix the variables is updated after each element is read, instead of waiting for a full reading pass over the list of non-fixed elements. This algorithm is empirically demonstrated to be faster than existing methods.

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Cited by 322 publications
(300 citation statements)
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“…Again, the proximal operator for the simplex projection is computationally efficient, see [25]. The complete optimization scheme is given in Algorithm 1.…”
Section: Optimization Schemementioning
confidence: 99%
“…Again, the proximal operator for the simplex projection is computationally efficient, see [25]. The complete optimization scheme is given in Algorithm 1.…”
Section: Optimization Schemementioning
confidence: 99%
“…For this simplex projection, a recent, computationally efficient algorithm is available (Condat, 2014). We set γ1 = γ2 = 1.01 for the experiments.…”
Section: Proposed Solutionmentioning
confidence: 99%
“…Thus, we treat LMM as a coupled, constrained matrix factorization of the two input images into endmembers and their abundances. On the technical level, we employ efficient state-of-the-art optimization algorithms to tackle the resulting constrained least-squares problem (Bolte et al, 2014, Condat, 2014. Experimental results on several different image pairs show a consistent improvement compared to several other fusion methods.…”
Section: Introductionmentioning
confidence: 99%
“…So, we consider a convex relaxation, obtained by replacing A by its convex hull, which is the simplex ∆, i.e. the set of vectors with nonnegative elements whose sum is 1 [23]. Let us introduce the ball B = {s ∈ R M×Ω : s 1,∞ ≤ K}, and the convex indicator function ı E of a convex set E, which takes the value 0 if its variable belongs to E and +∞ else.…”
Section: Convex Relaxation Of the Problemmentioning
confidence: 99%