Skip to content

Instantly share code, notes, and snippets.

Implements four algorithms for projecting a vector onto the simplex: sort, pivot, bisection, and brent.
For details and references, see the following paper:
Large-scale Multiclass Support Vector Machine Training via Euclidean Projection onto the Simplex
Mathieu Blondel, Akinori Fujino, and Naonori Ueda.
ICPR 2014.