An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$ -norm regularization with sum constraint

preprint2015arXivOpen access

We provide a simple and efficient algorithm for the projection operator for weighted $\ell_1$ -norm regularization subject to a sum constraint, together with an elementary proof. The implementation of the proposed algorithm can be downloaded from the author's homepage.

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An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$ -norm regularization with sum constraint

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An O(nlog⁡n)\mathcal{O}(n\log n)O(nlogn) projection operator for weighted ℓ1\ell_1ℓ1​-norm regularization with sum constraint

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An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$ -norm regularization with sum constraint