Projection on Simplex - Githubissues

alphaville / optimization-engine

Nonconvex embedded optimization: code generation for fast real-time optimization + ROS support

https://alphaville.github.io/optimization-engine/

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Projection on Simplex #234

Closed alphaville closed 3 years ago

alphaville commented 3 years ago

I'm posting this on behalf of a user who contacted me on Discord.

Let us add support for simplices in Python and Rust (here) using Condat's method. This will allow us to also support ell1 balls (this will be addressed in #238).

Read: Contributing to OpEn