Fast projection onto the simplex and the $$\pmb {l}_\mathbf {1}$$ l 1 ball
Author:
Funder
LabEx PERSYVAL-Lab
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-015-0946-6.pdf
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3. Blondel, M., Fujino, A., Ueda, N.: Large-scale multiclass support vector machine training via Euclidean projection onto the simplex. In: Proceedings of the 22th International Conference on Pattern Recognition (ICPR), pp. 1289–1294 (2014)
4. Blum, M., Floyd, R.W., Pratt, V.R., Rivest, R.L., Tarjan, R.E.: Time bounds for selection. J. Comput. Syst. Sci. 7(4), 448–461 (1973)
5. Brodie, J., Daubechies, I., Mol, C.D., Giannone, D., Loris, I.: Sparse and stable Markowitz portfolios. Proc. Natl. Acad. Sci. 106(30), 12267–12272 (2009)
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