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

  • Authors:

  • Nelson Maculan;Geraldo Galdino De Paula, Jr.

  • Affiliations:

  • COPPE e Instituto de Matemática, Universidade Federal do Rio de Janeiro, Caixa Postal 68501, 21945 - Rio de Janeiro (RJ, Brazil;Departamento de Matemática, Universidade Federal de Viçosa, 36570 - Viçosa (MG, Brazil

  • Venue:
  • Operations Research Letters
  • Year:
  • 1989

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Abstract

An O(n) time algorithm for the projection of a vector is presented on the simplex of R^n. We 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.