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From Debasish Das <>
Subject ECOS Spark Integration
Date Mon, 18 Dec 2017 01:25:51 GMT

ECOS is a solver for second order conic programs and we showed the Spark
integration at 2014 Spark Summit
Right now the examples show how to reformulate matrix factorization as a
SOCP and solve each alternating steps with ECOS:

For distributed optimization, I expect it will be useful where for each
primary row key (sensor, car, robot :-) we are fitting a constrained
quadratic / cone program. Please try it out and let me know the feedbacks.


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