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From Debasish Das <debasish.da...@gmail.com>
Subject ECOS Spark Integration
Date Mon, 18 Dec 2017 01:25:51 GMT
Hi,

ECOS is a solver for second order conic programs and we showed the Spark
integration at 2014 Spark Summit
https://spark-summit.org/2014/quadratic-programing-solver-for-non-negative-matrix-factorization/.
Right now the examples show how to reformulate matrix factorization as a
SOCP and solve each alternating steps with ECOS:

https://github.com/embotech/ecos-java-scala

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.

Thanks.
Deb

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