most citedFast Projection onto the Capped Simplex with Applications to Sparse Regression in Bioinformatics

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math.OC2021★ 1 cited

Fast Projection onto the Capped Simplex with Applications to Sparse Regression in Bioinformatics

Andersen Ang, Jianzhu Ma, Nianjun Liu +2

We consider the problem of projecting a vector onto the so-called k-capped simplex, which is a hyper-cube cut by a hyperplane. For an n-dimensional input vector with bounded elemen…