A linear-time median-finding algorithm for projecting a vector on the simplex of ℝn.

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Article ID:	iaor1989672
Country:	Netherlands
Volume:	8
Start Page Number:	219
End Page Number:	222
Publication Date:	Sep 1989
Journal:	Operations Research Letters
Authors:	Maculan Nelson, Paula Geraldo Galdino de

Abstract:

An O(n) time algorithm for the projection of a vector is presented on the simplex of ℝⁿ. The authors use a linear-time median-finding algorithm to determine the median of the components of a vector. The problem of finding such a projection arises as a subproblem of some optimization methods.

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