You are viewing a plain text version of this content. The canonical link for it is here.

Posted to user@spark.apache.org by Debasish Das <de...@gmail.com> on 2017/12/18 01:25:51 UTC

ECOS Spark Integration

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