Projection Onto A Simplex

@inproceedings{Chen2011ProjectionOA,
  title={Projection Onto A Simplex},
  author={Yunmei Chen and Xiaojing Ye},
  year={2011}
}
This mini-paper presents a fast and simple algorithm to compute the projection onto the canonical simplex 4. Utilizing the Moreau’s 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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