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mblondel · Nov 1, 2019 · bec7be2 · bec7be2
1 parent 7fb33e5
commit bec7be2
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/polytopes.py b/polytopes.py
@@ -435,6 +435,9 @@ def _Euclidean_project(self, theta):
         theta = theta[perm]
         dual_sol = isotonic_regression(w - theta, increasing=True)
         primal_sol = dual_sol + theta
+        # Or equivalently
+        #dual_sol = isotonic_regression(theta - w, increasing=False)
+        #primal_sol = theta - dual_sol
         return primal_sol[inv_permutation(perm)]
 
     def _KL_project(self, theta):