[GitHub] spark issue #14473: [SPARK-16495] [MLlib]Add ADMM optimizer in mllib package

[debasish83 <gi...@git.apache.org>]

Github user debasish83 commented on the issue:

    https://github.com/apache/spark/pull/14473
  
    ADMM is already available as a breeze solver (BFGS, OWLQN, NonlinearMinimizer) which is integrated with ml/mllib...It will be great if you can look into it and let me know if you need pointers in running comparisons with OWLQN:
    https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/optimize/proximal/NonlinearMinimizer.scala
    This is implemented based on the paper you cited.


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