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تسجيل مستخدم جديدProjection Onto A Simplex
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This mini-paper presents a fast and simple algorithm to compute the projection onto the canonical simplex $triangle^n$. Utilizing the Moreaus identity, we show that the problem is essentially a univariate minimization and the objective function is strictly convex and continuously differentiable. Moreover, it is shown that there are at most n candidates which can be computed explicitly, and the minimizer is the only one that falls into the correct interval.
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