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How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms

Published 11 Jan 2012 in math.ST, math.OC, and stat.TH | (1201.2343v2)

Abstract: The metric projection onto an order nonnegative cone from the metric projection onto the corresponding order cone is derived. Particularly, we can use Pool Adjacent Violators-type algorithms developed for projecting onto the monotone cone for projecting onto the monotone nonnegative cone too.

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