A simple and numerical stable algorithm for solving the cone projection   problem based on a Gram-Schmidt process
  We are presenting a simple and numerical stable algorithm for the solution of the cone projection problem which is suitable for relative small data sets and for simulation purposes needed for convexity tests. Not even one pseudo-inverse matrix is computed because of a proper Gram-Schmidt orthonormalization process that is used. 
Demetris T. Christopoulos
stat.CO