[Spark MLlib]: Does Spark MLlib supports nonlinear optimization with nonlinear constraints.

[hi...@accenture.com]

Hi,

Component: Spark MLlib
Level: Beginner
Scenario: Does Spark MLlib supports nonlinear optimization with nonlinear constraints?

Our business application supports two types of function convex and S-shaped curves and linear & non-linear constraints. These constraints can be combined with any one type of functional form at a time.

Example of convex curve -

[cid:image009.png@01D2456D.1E896BC0]

Example of S-shaped curve -

[cid:image010.png@01D2456D.1E896BC0]

Example of non-linear constraints -

Min Bound (50%) < [cid:image011.png@01D2456D.1E896BC0]  < Max Bound (150%)

Example of linear constraints -

Min Bound (50%) < [cid:image012.png@01D2456D.1E896BC0]  < Max Bound (150%)


At present we are using SAS to solve these business problems. We are looking for SAS replacement software, which can solve similar kind of problems with performance equivalent to SAS.

Also, please share benchmarking of its performance. How it perform as no. of variables keep on increasing




Thanks and regards,
Himanshu Gupta
Accenture Interactive (AI)
Gurgaon, India
Mobile: +91 9910070743
E Mail: himanshu.gpt@accenture.com<ma...@accenture.com>


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