pyproximal.projection.SimplexProj#
- class pyproximal.projection.SimplexProj(n, radius, maxiter=100, xtol=1e-05)[source]#
Simplex projection.
- Parameters
- n
int Number of elements of input vector
- radius
float Radius
- maxiter
int, optional Maximum number of iterations used by
scipy.optimize.bisect- xtol
float, optional Absolute tolerance of
scipy.optimize.bisect
- n
Notes
Given a Simplex set defined as:
\[\Delta_n(r) = \{ \mathbf{x}: \sum_i x_i = r,\; x_i \geq 0 \}\]its orthogonal projection is simply given by projection of the intersection between a hyperplane and a box with chosen radius and bounds equal to 0 and inf (see
pyproximal.projection.HyperPlaneBoxProjfor more details).Methods
__init__(n, radius[, maxiter, xtol])