Re: Does SparkR or SparkMLib support nonlinear optimization with non linear constraints

[Robineast <Ro...@xense.co.uk>]

I provided an answer to a similar question here: https://www.mail-archive.com/user@spark.apache.org/msg57697.html


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Robin East
Spark GraphX in Action Michael Malak and Robin East
Manning Publications Co.
http://www.manning.com/books/spark-graphx-in-action <http://www.manning.com/books/spark-graphx-in-action>





> On 25 Nov 2016, at 09:55, elitejyo [via Apache Spark User List] <ml...@n3.nabble.com> wrote:
> 
> 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 – 
> 
> 〖  Y= c〗^k*pow(a^k,p^k) 
> 
> Example of S-shaped curve – 
> 
> 〖  Y= c〗^k*pow(a^k,p^k )/(b^k+ pow(a^k,p^k )  ) 
> 
> Example of non-linear constraints – 
> 
> Min Bound (50%) < ∑_(k=0)^n▒〖c^k*pow(a^k,p^k)〗 < Max Bound (150%) 
> 
> Example of linear constraints – 
> 
> Min Bound (50%) < a+b+c < 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. 
> 
> Please share benchmarking of its performance. How it perform as no. of variables keep on increasing. 
> 
> If this feature is not available, do you plan to have it in your roadmap anytime. 
> 
> TIA 
> Jyoti 
> 
> 
> If you reply to this email, your message will be added to the discussion below:
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Robin East 
Spark GraphX in Action Michael Malak and Robin East 
Manning Publications Co. 
http://www.manning.com/books/spark-graphx-in-action

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