epi-proj

A collection of code written to compute epigraphical/level set projections numerically.

These implementations are based on the algorithms and results of Hoheisel, Friedlander, and Goodwin, which can be found at https://arxiv.org/abs/2102.06809.

Note that the code written in C requires the GNU Scientific Library (GSL) for generating random numbers. The code in this repository is free and distributed under the GNU General Public License.

L1 Ball Projection

Code for computing the projection of a vector onto the unit ball. Found in projl1.c

Negative Sum of Logs Projection

Code for computing the projection of a vector onto the epigraph of the negative sum of logs function. Found in projminuslog.c