This package provides routines for projecting onto the simplex
{ x | sum(x) = t, x≥0 }
and the 1-norm ball with radius t:
{ x | ||x||_1 ≤ t }
Weighted versions also included.
The provided algorithms are based on the projection algorithm devised by van den Berg and Friedlander (2008), "Probing the Pareto frontier for basis pursuit solution", SIAM J Optimization 2(31), 2008.