We consider minimizing a smooth function subject to a summation constraint over its variables. By exploiting a connection between the greedy 2-coordinate update for this problem and equality-constrained steepest descent in the 1-norm, we give a convergence rate for greedy selection under a proximal Polyak-Lojasiewicz assumption that is faster than random selection and independent of the problem dimension n. We then consider minimizing with both a summation constraint and bound constraints, as arises in the support vector machine dual problem. Existing greedy rules for this setting either guarantee trivial progress only or require $O(n^2)$ time to compute. We show that bound and summation-constrained steepest descent in the L1-norm guarantees more progress per iteration than previous rules and can be computed in only $O(n\log n)$ time.