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A pure Numpy implementation of the simplex projection algorithm presented in (Chen and Ye, 2011)

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PROJSPLX

An algorithm for projecting a vector onto a simplex. It is a Numpy implementation of the algorithm presented in (Chen and Ye, "Projection Onto A Simplex", 2011).

Author: Sangwoong Yoon (sangwoong24yoon@gmail.com)

Directory Description

  • src: contains the core source code.
  • demo: demonstrates the validity and performance of the algorithm.

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A pure Numpy implementation of the simplex projection algorithm presented in (Chen and Ye, 2011)

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