pyproximal.projection.SimplexProj#

class pyproximal.projection.SimplexProj(n, radius, maxiter=100, xtol=1e-05)[source]#

Simplex projection.

Parameters
nint

Number of elements of input vector

radiusfloat

Radius

maxiterint, optional

Maximum number of iterations used by scipy.optimize.bisect

xtolfloat, optional

Absolute tolerance of scipy.optimize.bisect

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.HyperPlaneBoxProj for more details).

Methods

__init__(n, radius[, maxiter, xtol])